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 -2,304
DEC26 852,874 1,877,888 8,488
MAR27 368 1,285 209
TOTAL 853,242 1,879,173 6,393
ULTRA T-BOND FUTURES
SEP26 0 0 -1,692
DEC26 753,092 2,507,580 11,878
TOTAL 753,092 2,507,580 10,186
10-YR NOTE FUTURES
SEP26 0 0 -20,195
DEC26 3,154,126 5,675,264 -17,983
MAR27 306 1,292 143
TOTAL 3,154,432 5,676,556 -38,035
ULTRA 10-YR NOTE FUTURES
SEP26 0 0 -861
DEC26 1,019,731 2,580,145 9,446
MAR27 4 4 4
TOTAL 1,019,735 2,580,149 8,589
5-YR NOTE FUTURES
SEP26 401 308 -3
DEC26 2,098,019 6,788,886 -5,117
MAR27 1 47 1
TOTAL 2,098,421 6,789,241 -5,119
2-YR NOTE FUTURES
SEP26 457 16,220 -136
DEC26 1,399,263 4,513,536 -12,406
MAR27 97 389 84
TOTAL 1,399,817 4,530,145 -12,458
FED FUNDS
SEP26 5,814 325,760 3,138
OCT26 72,978 711,796 1,038
NOV26 305,739 437,430 17,750
DEC26 41,692 233,053 729
JAN27 87,887 385,959 2,164
FEB27 54,508 178,273 -290
MAR27 7,765 52,102 -207
APR27 19,167 98,354 3,185
MAY27 15,554 71,177 1,518
JUN27 2,841 21,531 -319
JUL27 6,649 30,347 1,246
AUG27 7,514 19,316 3,248
SEP27 478 5,727 118
OCT27 966 4,258 103
NOV27 803 2,312 297
DEC27 0 250 0
JAN28 20 362 13
FEB28 0 40 0
TOTAL 630,375 2,578,047 33,731
Write to Linda Rice at csstat@dowjones.com