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 1,414,224 726,347 -405,804
DEC26 1,067,831 1,369,936 525,857
MAR27 61 68 9
TOTAL 2,482,116 2,096,351 120,062
ULTRA T-BOND FUTURES
SEP26 1,755,689 1,009,365 -670,834
DEC26 1,464,972 1,959,488 851,700
TOTAL 3,220,661 2,968,853 180,866
10-YR NOTE FUTURES
SEP26 4,635,509 2,631,525 -983,309
DEC26 3,629,785 3,577,084 1,389,297
MAR27 12 130 2
TOTAL 8,265,306 6,208,739 405,990
ULTRA 10-YR NOTE FUTURES
SEP26 2,379,671 1,075,241 -692,074
DEC26 1,967,209 1,906,561 840,617
TOTAL 4,346,880 2,981,802 148,543
5-YR NOTE FUTURES
SEP26 4,052,011 2,515,392 -1,704,314
DEC26 3,406,923 4,496,993 1,914,912
TOTAL 7,458,934 7,012,385 210,598
2-YR NOTE FUTURES
SEP26 4,288,909 1,520,037 -1,314,981
DEC26 3,545,559 3,157,983 1,367,871
MAR27 4 175 4
TOTAL 7,834,472 4,678,195 52,894
FED FUNDS
AUG26 9,179 804,421 -1,324
SEP26 34,037 253,218 5,087
OCT26 166,812 583,385 6,274
NOV26 96,040 326,839 23,906
DEC26 29,589 206,921 14,651
JAN27 62,754 293,665 -399
FEB27 40,578 129,020 5,134
MAR27 8,463 36,826 434
APR27 7,801 64,587 -588
MAY27 7,658 41,235 -787
JUN27 2,926 6,231 237
JUL27 2,620 8,974 -473
AUG27 1,395 5,359 405
SEP27 358 1,159 116
OCT27 212 1,602 46
NOV27 237 881 -19
DEC27 64 121 27
JAN28 100 38 38
FEB28 62 31 31
TOTAL 470,885 2,764,513 52,796
Write to Linda Rice at csstat@dowjones.com