CBOT Financial Final Volume/Open Interest

Dow Jones
Sep 09
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            2,458            4,519         -2,037 
DEC26          408,871        1,800,339          4,759 
MAR27               16              131              1 
TOTAL          411,345        1,804,989          2,723 
 
ULTRA T-BOND FUTURES 
SEP26              289           13,113            -24 
DEC26          303,246        2,385,261          1,228 
TOTAL          303,535        2,398,374          1,204 
 
10-YR NOTE FUTURES 
SEP26            4,664           45,268         -2,259 
DEC26        1,824,554        5,190,795        -13,673 
MAR27               26              219              8 
TOTAL        1,829,244        5,236,282        -15,924 
 
ULTRA 10-YR NOTE FUTURES 
SEP26              533           23,925            -19 
DEC26          445,364        2,555,058         10,746 
TOTAL          445,897        2,578,983         10,727 
 
5-YR NOTE FUTURES 
SEP26           12,108           21,608         -9,123 
DEC26        1,561,178        6,295,956          6,928 
MAR27                0                5              0 
TOTAL        1,573,286        6,317,569         -2,195 
 
2-YR NOTE FUTURES 
SEP26            5,061           61,289         -2,132 
DEC26        1,054,306        4,296,884         27,088 
MAR27                2              181              1 
TOTAL        1,059,369        4,358,354         24,957 
 
FED FUNDS 
SEP26           59,418          241,034         -1,340 
OCT26          258,382          649,719        -11,028 
NOV26          128,174          338,719         -3,821 
DEC26           22,731          219,603          5,221 
JAN27           48,128          318,158          2,318 
FEB27           35,759          163,126          3,917 
MAR27            9,367           42,708          1,933 
APR27           13,859           57,179         -3,377 
MAY27           10,624           43,384          1,384 
JUN27            2,809            8,008            -86 
JUL27            8,877           11,841          2,719 
AUG27            6,348            8,711          2,877 
SEP27              741            2,004            401 
OCT27              916            2,289            487 
NOV27               53              865             53 
DEC27                0              128              0 
JAN28                0               53              0 
FEB28                0               40              0 
TOTAL          606,186        2,107,569          1,658 
 
     Write to Linda Rice at csstat@dowjones.com 
 

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