SPY380.36-1.97 -0.52%
DIA309.45-4.53 -1.44%
IXIC13,192.35+72.96 0.56%

DJ CBOT Financial Final Volume/Open Interest

· 02/05/2021 10:17
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 MAR21 333,614 1,182,273 -2,750 JUN21 2,591 4,671 1,644 TOTAL 336,205 1,186,944 -1,106 ULTRA T-BOND FUTURES MAR21 162,790 1,092,536 -2,397 JUN21 18 380 3 TOTAL 162,808 1,092,916 -2,394 10-YR NOTE FUTURES MAR21 1,424,723 3,536,049 9,854 JUN21 17,447 75,474 5,090 TOTAL 1,442,170 3,611,523 14,944 ULTRA 10-YR NOTE FUTURES MAR21 257,921 1,180,520 9,913 JUN21 1,524 5,168 1,421 TOTAL 259,445 1,185,688 11,334 5-YR NOTE FUTURES MAR21 745,823 3,464,246 -7,585 JUN21 2,855 40,935 1,766 TOTAL 748,678 3,505,181 -5,819 2-YR NOTE FUTURES MAR21 264,163 2,160,717 -5,841 JUN21 1,676 15,000 1,609 TOTAL 265,839 2,175,717 -4,232 FED FUNDS FEB21 29,719 179,504 2,380 MAR21 4,001 110,012 -915 APR21 18,108 136,843 -3,368 MAY21 4,949 83,005 797 JUN21 3,675 68,901 699 JUL21 4,607 109,527 127 AUG21 4,790 54,862 2,644 SEP21 6,007 46,089 1,254 OCT21 2,849 52,926 502 NOV21 1,917 51,728 738 DEC21 878 28,411 62 JAN22 848 28,405 -219 FEB22 674 24,982 17 MAR22 3,647 15,445 1,569 APR22 2,497 32,410 642 MAY22 803 24,429 91 JUN22 422 4,599 54 JUL22 397 9,710 55 AUG22 323 1,810 21 SEP22 0 428 0 OCT22 440 769 187 NOV22 4 216 0 DEC22 0 6 0 JAN23 4 61 4 TOTAL 91,559 1,065,078 7,341 5 YEAR USD MAC SWAP FUTURES MAR21 2,443 36,180 193 TOTAL 2,443 36,180 193 10 YEAR USD MAC SWAP FUTURES MAR21 1,510 135,135 -194 TOTAL 1,510 135,135 -194 Write to Linda Rice at csstat@dowjones.com

(END) Dow Jones Newswires

February 05, 2021 10:17 ET (15:17 GMT)

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