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 90,941 22,500 -28,206
DEC26 686,270 1,773,801 15,992
MAR27 18 108 6
TOTAL 777,229 1,796,409 -12,208
ULTRA T-BOND FUTURES
SEP26 71,067 24,740 -34,635
DEC26 540,011 2,375,606 -468
TOTAL 611,078 2,400,346 -35,103
10-YR NOTE FUTURES
SEP26 343,388 85,239 -101,466
DEC26 2,955,349 5,221,641 57,206
MAR27 81 197 63
TOTAL 3,298,818 5,307,077 -44,197
ULTRA 10-YR NOTE FUTURES
SEP26 123,188 36,443 -36,478
DEC26 805,238 2,531,405 11,764
TOTAL 928,426 2,567,848 -24,714
5-YR NOTE FUTURES
SEP26 294,680 139,282 -126,995
DEC26 2,273,123 6,219,060 69,651
MAR27 3 4 3
TOTAL 2,567,806 6,358,346 -57,341
2-YR NOTE FUTURES
SEP26 199,403 81,622 -53,478
DEC26 1,893,569 4,317,812 149,198
MAR27 3 181 2
TOTAL 2,092,975 4,399,615 95,722
FED FUNDS
AUG26 4,523 801,514 798
SEP26 66,082 237,290 8,822
OCT26 554,584 638,254 59,661
NOV26 202,277 362,138 43,482
DEC26 69,151 202,995 5,129
JAN27 104,786 324,092 11,793
FEB27 50,791 154,517 4,853
MAR27 9,466 38,338 1,988
APR27 19,456 55,941 1,152
MAY27 11,705 43,233 1,560
JUN27 2,803 7,484 -18
JUL27 4,099 7,742 -281
AUG27 1,687 5,521 212
SEP27 540 1,493 196
OCT27 492 1,551 -116
NOV27 142 833 -35
DEC27 0 121 0
JAN28 0 38 0
FEB28 0 31 0
TOTAL 1,102,584 2,883,126 139,196
Write to Linda Rice at csstat@dowjones.com