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 72 2,465 -21
DEC26 501,195 1,864,727 13,151
MAR27 46 250 -3
TOTAL 501,313 1,867,442 13,127
ULTRA T-BOND FUTURES
SEP26 802 6,965 0
DEC26 374,921 2,463,506 26,942
TOTAL 375,723 2,470,471 26,942
10-YR NOTE FUTURES
SEP26 314 41,016 -32
DEC26 2,396,180 5,336,052 41,374
MAR27 208 709 25
TOTAL 2,396,702 5,377,777 41,367
ULTRA 10-YR NOTE FUTURES
SEP26 167 18,333 -78
DEC26 688,183 2,578,663 -7,394
TOTAL 688,350 2,596,996 -7,472
5-YR NOTE FUTURES
SEP26 778 14,929 -748
DEC26 1,429,693 6,349,308 12,161
MAR27 3 23 2
TOTAL 1,430,474 6,364,260 11,415
2-YR NOTE FUTURES
SEP26 3,824 47,928 -2,673
DEC26 904,652 4,385,562 -7,695
MAR27 3 246 -2
TOTAL 908,479 4,433,736 -10,370
FED FUNDS
SEP26 93,699 277,429 11,967
OCT26 203,179 778,072 21,536
NOV26 146,140 391,010 -11,916
DEC26 29,287 216,163 -1,224
JAN27 83,868 338,304 15,373
FEB27 32,984 178,411 5,449
MAR27 5,768 47,507 262
APR27 10,017 68,508 -547
MAY27 10,015 50,760 1,043
JUN27 4,269 16,004 826
JUL27 4,502 18,044 581
AUG27 2,402 11,195 -61
SEP27 339 5,234 56
OCT27 625 3,144 238
NOV27 50 1,526 18
DEC27 2 140 0
JAN28 1 54 1
FEB28 0 40 0
TOTAL 627,147 2,401,545 43,602
Write to Valena Henderson at csstat@dowjones.com