For previous business day. Open Interest subject to revision.
Source: CME Group
NOTE: Total volume includes Globex and RTH.
Total Open
Volume Interest Change
30-YR BOND FUTURES
SEP26 0 0 0
DEC26 949,099 1,899,317 21,429
MAR27 200 1,348 63
JUN27 26 26 26
TOTAL 949,325 1,900,691 21,518
ULTRA T-BOND FUTURES
SEP26 0 0 0
DEC26 935,518 2,482,748 -24,832
TOTAL 935,518 2,482,748 -24,832
10-YR NOTE FUTURES
SEP26 0 0 0
DEC26 4,161,831 5,743,081 67,817
MAR27 1,203 1,783 491
TOTAL 4,163,034 5,744,864 68,308
ULTRA 10-YR NOTE FUTURES
SEP26 0 0 0
DEC26 1,157,009 2,563,718 -16,427
MAR27 2 2 -2
TOTAL 1,157,011 2,563,720 -16,429
5-YR NOTE FUTURES
SEP26 6 246 -62
DEC26 2,870,722 6,852,235 63,349
MAR27 6 49 2
TOTAL 2,870,734 6,852,530 63,289
2-YR NOTE FUTURES
SEP26 217 16,061 -159
DEC26 1,760,390 4,436,041 -77,495
MAR27 35 404 15
TOTAL 1,760,642 4,452,506 -77,639
FED FUNDS
SEP26 14,731 334,008 8,248
OCT26 107,328 714,879 3,083
NOV26 358,572 475,821 38,391
DEC26 39,208 233,757 704
JAN27 122,475 393,209 7,250
FEB27 56,804 187,240 8,967
MAR27 15,932 50,376 -1,726
APR27 28,874 97,677 -677
MAY27 13,378 71,212 35
JUN27 5,391 22,125 594
JUL27 8,573 31,598 1,251
AUG27 4,212 19,269 -47
SEP27 1,942 6,117 390
OCT27 1,502 4,780 522
NOV27 1,047 2,843 531
DEC27 1 250 0
JAN28 173 495 133
FEB28 0 40 0
TOTAL 780,143 2,645,696 67,649
Write to Linda Rice at csstat@dowjones.com