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 18,953 19,416 -3,084
DEC26 604,307 1,786,167 12,366
MAR27 4 110 2
TOTAL 623,264 1,805,693 9,284
ULTRA T-BOND FUTURES
SEP26 12,933 19,581 -5,159
DEC26 517,160 2,397,980 22,374
TOTAL 530,093 2,417,561 17,215
10-YR NOTE FUTURES
SEP26 62,573 63,394 -21,845
DEC26 2,886,920 5,180,609 -41,032
MAR27 4 198 1
TOTAL 2,949,497 5,244,201 -62,876
ULTRA 10-YR NOTE FUTURES
SEP26 10,965 34,288 -2,155
DEC26 772,208 2,524,717 -6,688
TOTAL 783,173 2,559,005 -8,843
5-YR NOTE FUTURES
SEP26 40,895 120,943 -18,339
DEC26 1,978,723 6,274,904 55,844
MAR27 0 4 0
TOTAL 2,019,618 6,395,851 37,505
2-YR NOTE FUTURES
SEP26 29,164 79,786 -1,836
DEC26 1,382,766 4,258,533 -59,279
MAR27 0 181 0
TOTAL 1,411,930 4,338,500 -61,115
FED FUNDS
AUG26 5,802 799,981 -1,533
SEP26 47,121 242,670 5,380
OCT26 245,142 616,610 -21,644
NOV26 97,202 348,857 -13,281
DEC26 48,852 217,187 14,192
JAN27 48,936 331,952 7,860
FEB27 22,279 154,820 303
MAR27 8,207 39,259 921
APR27 12,247 56,813 872
MAY27 10,340 42,307 -926
JUN27 2,562 7,477 -7
JUL27 3,383 8,373 631
AUG27 1,525 5,441 -80
SEP27 225 1,538 45
OCT27 314 1,541 -10
NOV27 0 833 0
DEC27 0 121 0
JAN28 0 38 0
FEB28 0 31 0
TOTAL 554,137 2,875,849 -7,277
Write to Linda Rice at csstat@dowjones.com