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 2,304 0
DEC26 955,975 1,904,309 14,725
MAR27 412 993 211
TOTAL 956,387 1,907,606 14,936
ULTRA T-BOND FUTURES
SEP26 0 1,692 0
DEC26 657,275 2,499,092 7,266
TOTAL 657,275 2,500,784 7,266
10-YR NOTE FUTURES
SEP26 0 20,195 0
DEC26 4,037,165 5,596,597 144,510
MAR27 209 883 64
TOTAL 4,037,374 5,617,675 144,574
ULTRA 10-YR NOTE FUTURES
SEP26 0 861 0
DEC26 1,175,542 2,589,733 -8,217
TOTAL 1,175,542 2,590,594 -8,217
5-YR NOTE FUTURES
SEP26 20 1,114 -37
DEC26 2,852,289 6,699,284 35,091
MAR27 3 33 3
TOTAL 2,852,312 6,700,431 35,057
2-YR NOTE FUTURES
SEP26 1,990 31,520 -948
DEC26 1,701,079 4,550,528 38,815
MAR27 18 291 2
TOTAL 1,703,087 4,582,339 37,869
FED FUNDS
SEP26 18,328 320,697 4,282
OCT26 55,385 720,037 8,260
NOV26 232,461 407,559 7,475
DEC26 27,151 220,175 -2,626
JAN27 84,347 378,183 7,180
FEB27 45,707 173,885 1,768
MAR27 7,640 52,790 1,244
APR27 19,494 85,755 401
MAY27 11,258 61,937 -1,175
JUN27 3,316 18,002 -65
JUL27 3,793 28,121 92
AUG27 2,951 15,429 823
SEP27 408 5,373 -11
OCT27 977 3,555 -21
NOV27 221 2,018 -27
DEC27 15 248 10
JAN28 8 150 8
FEB28 0 40 0
TOTAL 513,460 2,493,954 27,618
Write to Valena Henderson at csstat@dowjones.com