CBOT Financial Final Volume/Open Interest

Dow Jones
Sep 28
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          699,920        1,904,997            688 
MAR27              163            1,007             14 
TOTAL          700,083        1,908,308            702 
 
ULTRA T-BOND FUTURES 
SEP26                0            1,692              0 
DEC26          636,854        2,505,521          6,429 
TOTAL          636,854        2,507,213          6,429 
 
10-YR NOTE FUTURES 
SEP26                0           20,195              0 
DEC26        3,103,282        5,617,593         20,996 
MAR27              752            1,048            165 
TOTAL        3,104,034        5,638,836         21,161 
 
ULTRA 10-YR NOTE FUTURES 
SEP26                0              861              0 
DEC26          956,223        2,587,995         -1,738 
TOTAL          956,223        2,588,856         -1,738 
 
5-YR NOTE FUTURES 
SEP26              802            1,114              0 
DEC26        2,300,561        6,799,029         99,745 
MAR27                1               34              1 
TOTAL        2,301,364        6,800,177         99,746 
 
2-YR NOTE FUTURES 
SEP26              625           30,988           -532 
DEC26        1,328,474        4,550,689            161 
MAR27               26              307             16 
TOTAL        1,329,125        4,581,984           -355 
 
FED FUNDS 
SEP26            9,672          322,845          2,148 
OCT26           63,642          705,210        -14,827 
NOV26          107,378          405,736         -1,823 
DEC26           29,173          228,856          8,681 
JAN27           59,337          377,509           -674 
FEB27           43,876          180,114          6,229 
MAR27            6,098           53,019            229 
APR27           11,998           86,876          1,121 
MAY27           17,617           68,062          6,125 
JUN27            7,611           21,425          3,423 
JUL27            3,787           28,761            640 
AUG27            3,102           15,507             78 
SEP27            1,146            5,554            181 
OCT27            1,696            3,919            364 
NOV27              296            2,047             29 
DEC27                0              248              0 
JAN28               63              205             55 
FEB28                0               40              0 
TOTAL          366,492        2,505,933         11,979 
 
 
Write to Linda Rice at csstat@dowjones.com 
 

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