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 1,444,917 1,132,151 -402,622
DEC26 973,169 844,079 431,094
MAR27 10 59 2
TOTAL 2,418,096 1,976,289 28,474
ULTRA T-BOND FUTURES
SEP26 1,261,782 1,680,199 -355,232
DEC26 923,104 1,107,788 537,164
TOTAL 2,184,886 2,787,987 181,932
10-YR NOTE FUTURES
SEP26 3,915,199 3,614,834 -1,027,517
DEC26 2,590,961 2,187,787 974,887
MAR27 5 128 0
TOTAL 6,506,165 5,802,749 -52,630
ULTRA 10-YR NOTE FUTURES
SEP26 1,727,336 1,767,315 -461,220
DEC26 1,198,923 1,065,944 490,718
TOTAL 2,926,259 2,833,259 29,498
5-YR NOTE FUTURES
SEP26 3,097,634 4,219,706 -1,284,200
DEC26 2,216,312 2,582,081 1,270,098
TOTAL 5,313,946 6,801,787 -14,102
2-YR NOTE FUTURES
SEP26 3,425,676 2,835,018 -974,789
DEC26 2,530,269 1,790,112 1,023,664
MAR27 43 171 43
TOTAL 5,955,988 4,625,301 48,918
FED FUNDS
AUG26 45,074 805,745 2,874
SEP26 50,441 248,131 -7,575
OCT26 161,105 577,111 7,979
NOV26 100,382 302,933 5
DEC26 32,428 192,270 7,074
JAN27 28,353 294,064 2,808
FEB27 21,829 123,886 -8,022
MAR27 6,003 36,392 -2,228
APR27 8,450 65,175 5,776
MAY27 6,407 42,022 -1,641
JUN27 1,435 5,994 -46
JUL27 2,506 9,447 1,319
AUG27 2,075 4,954 6
SEP27 82 1,043 4
OCT27 108 1,556 38
NOV27 55 900 19
DEC27 0 94 0
TOTAL 466,733 2,711,717 8,390
Write to Linda Rice at csstat@dowjones.com