We study the prospects of future gravitational wave (GW) detectors in probing primordial black hole (PBH) binaries. We show that across a broad mass range from $10^{-5}M_odot$ to $10^7M_odot$, future GW interferometers provide a potential probe of the PBH abundance that is more sensitive than any currently existing experiment. In particular, we find that galactic PBH binaries with masses as low as $10^{-5}M_odot$ may be probed with ET, AEDGE and LISA by searching for nearly monochromatic continuous GW signals. Such searches could independently test the PBH interpretation of the ultrashort microlensing events observed by OGLE. We also consider the possibility of observing GWs from asteroid mass PBH binaries through graviton-photon conversion.
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