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 918,067 221,610 -504,737
DEC26 807,099 1,691,643 321,707
MAR27 22 88 20
TOTAL 1,725,188 1,913,341 -183,010
ULTRA T-BOND FUTURES
SEP26 843,823 273,468 -735,897
DEC26 785,464 2,252,782 293,294
TOTAL 1,629,287 2,526,250 -442,603
10-YR NOTE FUTURES
SEP26 3,828,358 825,185 -1,806,340
DEC26 3,461,924 4,768,045 1,190,961
MAR27 4 131 1
TOTAL 7,290,286 5,593,361 -615,378
ULTRA 10-YR NOTE FUTURES
SEP26 1,350,626 382,791 -692,450
DEC26 1,175,811 2,359,708 453,147
TOTAL 2,526,437 2,742,499 -239,303
5-YR NOTE FUTURES
SEP26 2,723,223 1,141,741 -1,373,651
DEC26 2,644,437 5,431,334 934,341
MAR27 1 1 1
TOTAL 5,367,661 6,573,076 -439,309
2-YR NOTE FUTURES
SEP26 2,617,120 630,481 -889,556
DEC26 2,369,321 3,904,439 746,456
MAR27 3 178 3
TOTAL 4,986,444 4,535,098 -143,097
FED FUNDS
AUG26 10,237 799,294 -5,127
SEP26 77,084 237,197 -16,021
OCT26 206,697 610,668 27,283
NOV26 104,058 322,416 -4,423
DEC26 56,862 199,126 -7,795
JAN27 51,373 299,568 5,903
FEB27 20,230 131,524 2,504
MAR27 3,417 36,381 -445
APR27 6,885 52,405 -12,182
MAY27 6,201 41,491 256
JUN27 2,896 7,839 1,608
JUL27 3,827 8,086 -888
AUG27 1,043 5,396 37
SEP27 103 1,203 44
OCT27 91 1,606 4
NOV27 6 882 1
DEC27 0 121 0
JAN28 0 38 0
FEB28 0 31 0
TOTAL 551,010 2,755,272 -9,241
Write to Linda Rice at csstat@dowjones.com