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 343,617 50,706 -170,904
DEC26 596,868 1,757,809 66,166
MAR27 18 102 14
TOTAL 940,503 1,808,617 -104,724
ULTRA T-BOND FUTURES
SEP26 322,229 59,375 -214,093
DEC26 521,668 2,376,074 123,292
TOTAL 843,897 2,435,449 -90,801
10-YR NOTE FUTURES
SEP26 1,541,456 186,705 -638,480
DEC26 2,399,123 5,164,435 396,390
MAR27 11 134 3
TOTAL 3,940,590 5,351,274 -242,087
ULTRA 10-YR NOTE FUTURES
SEP26 616,164 72,921 -309,870
DEC26 842,431 2,519,641 159,933
TOTAL 1,458,595 2,592,562 -149,937
5-YR NOTE FUTURES
SEP26 1,493,535 266,277 -875,464
DEC26 2,102,428 6,149,409 718,075
MAR27 0 1 0
TOTAL 3,595,963 6,415,687 -157,389
2-YR NOTE FUTURES
SEP26 795,750 135,100 -495,381
DEC26 1,134,095 4,168,614 264,175
MAR27 2 179 1
TOTAL 1,929,847 4,303,893 -231,205
FED FUNDS
AUG26 6,857 800,716 1,422
SEP26 49,870 228,468 -8,729
OCT26 284,410 578,593 -32,075
NOV26 85,127 318,656 -3,760
DEC26 40,277 197,866 -1,260
JAN27 55,443 312,299 12,731
FEB27 56,997 149,664 18,140
MAR27 3,309 36,350 -31
APR27 6,616 54,789 2,384
MAY27 6,074 41,673 182
JUN27 2,117 7,502 -337
JUL27 1,897 8,023 -63
AUG27 394 5,309 -87
SEP27 191 1,297 94
OCT27 199 1,667 61
NOV27 49 868 -14
DEC27 0 121 0
JAN28 0 38 0
FEB28 0 31 0
TOTAL 599,827 2,743,930 -11,342
Write to Linda Rice at csstat@dowjones.com