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 752,505 1,534,773 -158,867
DEC26 282,951 412,985 175,198
MAR27 5 57 0
TOTAL 1,035,461 1,947,815 16,331
ULTRA T-BOND FUTURES
SEP26 651,155 2,035,431 -158,623
DEC26 377,267 570,624 220,832
TOTAL 1,028,422 2,606,055 62,209
10-YR NOTE FUTURES
SEP26 2,472,314 4,642,351 -352,054
DEC26 1,001,672 1,212,900 418,518
MAR27 0 128 0
TOTAL 3,473,986 5,855,379 66,464
ULTRA 10-YR NOTE FUTURES
SEP26 1,105,723 2,228,535 -125,417
DEC26 633,616 575,226 270,378
TOTAL 1,739,339 2,803,761 144,961
5-YR NOTE FUTURES
SEP26 2,142,335 5,503,906 -432,753
DEC26 1,059,115 1,311,983 588,093
TOTAL 3,201,450 6,815,889 155,340
2-YR NOTE FUTURES
SEP26 1,485,149 3,809,807 -235,702
DEC26 664,657 766,448 303,938
MAR27 0 128 0
TOTAL 2,149,806 4,576,383 68,236
FED FUNDS
AUG26 13,671 802,871 -1,326
SEP26 70,252 255,706 6,352
OCT26 135,644 569,132 10,746
NOV26 83,944 302,928 5,236
DEC26 39,557 185,196 3,574
JAN27 39,973 291,256 2,952
FEB27 26,994 131,908 12,116
MAR27 5,706 38,620 1,473
APR27 8,514 59,399 5,724
MAY27 7,176 43,663 3,070
JUN27 1,036 6,040 362
JUL27 2,027 8,128 -182
AUG27 660 4,948 -520
SEP27 289 1,039 -110
OCT27 705 1,518 351
NOV27 68 881 -34
DEC27 0 94 0
TOTAL 436,216 2,703,327 49,784
Write to Linda Rice at csstat@dowjones.com