30 DAY AND MIDCURVE FED FUNDS, 10YR, 5YR, 7YR, 30YR SWAP OPTIONS

59
Side 0159
Side 01

2024 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin
CME Group, Inc.
20 South Wacker Drive, Chicago, Illinois 60606-7499.
Customer Service: (312) 930-1000

FINALPG59 BULLETIN # 199@Mon, Oct 14, 2024

30 DAY AND MIDCURVE FED FUNDS, 10YR, 5YR, 7YR, 30YR SWAP OPTIONSPG59

INDIVIDUAL CONTRACT PRICE DATA FOR OPEN, HIGH, LOW, CLOSE AND SETTLEMENT PLUS CLEARED VOLUME FIGURES REFLECT CME REGULAR TRADING HOURS SESSION ONLY. RTHVOLUME REFLECTS PIT TRADING AND CASH-FOR-FUTURES ONLY. VOLUME OR OPEN INTEREST (BOTH BEFORE AND AFTER THE LAST DAY OF TRADING) MAY BE AFFECTED BY: CASHFOR FUTURES, SPREADS, PRIOR DAYS' CLEARED TRADES (OUT-TRADES), POSITION ADJUSTMENTS, OPTIONS EXCERCISES, POSITIONS IN DELIVERY, OR POSITIONS IN A CASHSETTLEMENT CYCLE. B=BID A=ASK N=NOMINAL P=POST SETTLEMENT SESSION #=NEW CONTRACT HIGH PRICE *=NEW CONTRACT LOW PRICE R=RECORD VOL OR OPN INT. SETTLEMENTPRICE DETERMINED BY CME RULE 813. B=BID A=ASK N=NOMINAL P=POST SETTLEMENT. CAB= (CABINET TRANSACTION) - 1/2 TICK VALUE = $4.00 PRODUCT LISTINGSREPRESENT CONTRACTS WITH PRICE/VOLUME ACTIVITY AND/OR HAVE ESTABLISHED OPEN INTEREST. PRODUCTS ELIGIBLE TO TRADE BUT ARE INACTIVE DO NOT APPEAR IN THISREPORT.

EXPIRATION:
30D FED FUND FUT
30D FED FUND OPTOCT2410/31
10/31

NOV24
11/29
11/29

EXPIRATION:TN FUTYIA FUTDEC2412/19
12/18

MAR2503/20

30 DAY FED FUNDS, 10YR SWAP AND 5YR SWAP CONTRACTS LAST TRADE DATESDEC24JAN25FEB25
MAR25
APR25
MAY25JUN25
JUL25
AUG25
12/31
01/31
02/28
03/31
04/30
05/30
06/30
07/31
08/29
12/31
01/31
02/28
03/31
04/30
05/30
06/30
07/31
08/29

SEP25
09/30
09/30

OCT25
10/31
10/3130 DAY FED FUNDS, 10YR, 5YR, 7YR AND 30YR SWAP OPTIONS ON FUTURES
ELIGIBLE OPTIONS SERIES (CALLS & PUTS) FOR TRADING: MON, OCT 14
OCT24
NOV24
DEC24
JAN25
FEB25
MAR25
APR25
MAY25
JUN25
JUL25
AUG25
SEP25
FFC 936.2-985.0 936.2-985.0 936.2-985.0 937.5-986.2 937.5-987.5 938.7-987.5 938.7-986.2 940.0-980.0 940.0-981.2 941.2-982.5 941.2-983.7 941.2-983.7

30 DAY FEDERAL FUND FUTURES
GLOBEXOPEN

GLOBEXHIGH

30D FED FD FUT
OCT2495.1725
NOV2495.3400
DEC2495.4900
JAN2595.6400
FEB2595.8250
MAR2595.9150
APR2596.0650
MAY2596.1900
JUN2596.2900
JUL2596.3850
AUG2596.4700
SEP2596.5100
OCT2596.5600
NOV2596.6850
DEC2596.6650
JAN26---FEB26---MAR26---APR26---TOTAL 30D FED FD FUT

95.172595.3450
95.4950
95.6400
95.8250
95.9150
96.0650
96.1900
96.2900
96.3850
96.4750
96.5150
96.5650
96.6850
96.7200-------------GLOBEXLOW

RTH GLOBEX®
VOLUME VOLUME

SETT. PRICE IMM INDEXDISCOUNT % PT.CHGE.##

95.1700
95.3150
95.4500
95.5850
95.7600
95.8500
95.9900
96.1150
96.2150
96.3100
96.4000A
96.4400A
96.4900
96.5500A
96.5850A
96.6100A
96.6600A*96.6950A
96.6950A

95.1700
95.3300
95.4750
95.6200
95.7950
95.8800
96.0200
96.1400
96.2350
96.3350
96.4200
96.4550
96.5050
96.5600
96.5950
96.6150
96.6400
96.6500
96.6650(((((((((((((((((((4.83) 4.67) 4.52) 4.38) 4.20) 4.12) 3.98) 3.86) 3.76) 3.66) 3.58) 3.54) 3.49) 3.44) 3.40) 3.38) 3.36) 3.35) 3.33) -0.00250.01500.02000.02500.04000.04500.05500.06500.07000.07000.07000.07000.07000.07000.07000.07000.07000.07000.0700---------------------------------------------------------0

15240
28135
8508
18383
12396
3243
5782
2963
844
960
358
319
524
216
22------------97893

OPEN
INTEREST748482 +457306 199424 193540 151317 51956 +69085 51341 13281 +
27633 +
18590 2507 +1832 1626 +
558 +
389
206
2241989099 -----CONTRACT---HIGH
LOW

4735
3114
760
682
1473
380
1051
489
219
36
15
20
6
2
11
UNCH
UNCH
UNCH
UNCH
2187

97.1100B
97.2050B
98.3300B
99.1000
97.3100B
96.7000B
97.1950B
97.1950B
96.9150
97.1950B
97.1950B
97.1550B
97.2050B
97.2450B
97.2600B
97.2150B
97.2850
97.2300B
97.2300B

94.7800
94.825070.0500A
94.9350
95.0050A
95.0450A
95.1000A
95.1700
95.2400
95.2800
95.3650A
95.4650
95.6850A
95.9000A
96.0200A
96.1400
96.1000A
96.6950A
96.6550A

ADDITIONAL CBT FINANCIAL FUTURES
OPEN RANGEYIA FUT
DEC23---MAR24---JUN24---SEP24---DEC24---TOTAL YIA FUTHIGH---------98.3025B
100.0725B

LOW---------101.3050A
100.0800A

CLOSING RANGE

SETT. PRICE IMM INDEXDISCOUNT % PT.CHGE.##RTH
VOLUMEGLOBEX®
VOLUME----------------

99.475499.2626
99.8580
99.8175
100.1238(((((---------------0---------------0.52) + 0.0146.73) + 0.0138.14) + 0.0138.18) + 0.0144-0.12)----OPENINTEREST----CONTRACT---HIGH
LOW

460
250
2010
1200
1932
5852

99.9625B 99.3750A
99.9550B 99.2125A
99.9900
99.3200A
100.2825B 99.0075A
100.6600B 100.0100A

UNCH
UNCH
UNCH
UNCH
UNCH

ADDITIONAL CBOT INTEREST RATE FUTURES
SETT. PRICE

PT.CHGE

RTH
VOLUMEGLOBEX®
VOLUMEOPEN
INTEREST----CONTRACT---HIGH
LOW

UNCH

---0---030
30

UNCH

90'110B

88'007A

91'170UNCH---0---030
30

UNCH

93'272B

91'135A----

94'110UNCH---0---055
55

UNCH

97'052B

94'027A

98'240A----

96'240UNCH---0---0273
273

UNCH

99'075B

96'192A

96'235B

100'235A----

98'235UNCH---0---0340
340

UNCH

100'190B

98'210A

55U FUTNOV24---TOTAL 55U FUT

98'117B

102'117A----

100'117UNCH---0---02305
2305

UNCH

101'187B

100'085A

60U FUTNOV24---TOTAL 60U FUT

99'197B

103'197A----

101'197

UNCH---0---0360
360

UNCH

102'137B

101'167

65U FUTNOV24---TOTAL 65U FUT

100'232B

104'232A----

102'232

UNCH---0---0240240

UNCH

103'095B

102'197

MTN FUT
DEC24115'145
TOTAL MTN FUT

115'170*115'020A----

115'085-0'150---0366
366

475 +
475 +

2424120'095B

115'020AMWN FUT
DEC24
12'702TOTAL MWN FUT

12'713*12'615A----

12'702-0'220---0573
573

914 +
914 +

25
25

13'813B

12'615A

TN FUT
DEC24
115'155
MAR25---TOTAL TN FUT

115'175----

115'020-----------

115'085
115'195

-

0'150
0'150

------0144890 2198698 +---5144890 2198703 +

1741
UNCH
1741

120'105
118'310112'260A
116'220AHIGHLOW

CLOSING RANGE

30U FUTNOV24---TOTAL 30U FUT

86'047B

90'047A----

88'04735U FUTNOV24---TOTAL 35U FUT

89'170B

93'170A----

40U FUTNOV24---TOTAL 40U FUT

92'110B

96'110A

45U FUTNOV24---TOTAL 45U FUT

94'240B

50U FUTNOV24---TOTAL 50U FUTOPEN RANGE

30 DAY FEDERAL FUNDS CALLSSTRIKE OPEN RANGE
30D FED FD CALL
30D FED FD CALL---TOTAL

HIGH

LOW

CLOSING RANGE

SETT.PRICE& PT.CHGE.

DELTA

EXERCISESVOLUME
TRADES
CLEAREDOPEN
INTEREST------CONTRACT-HIGH
LOW--------30 DAY FEDERAL FUNDS PUTSSTRIKE OPEN RANGE
30D FED FD PUT
30D FED FD PUT---TOTALHIGHLOW

CLOSING RANGE

SETT.PRICE& PT.CHGE.

DELTA----EXERCISES

VOLUME
TRADES
CLEAREDOPEN
INTEREST--CONTRACT-HIGHLOW--------VOLUME AND OPEN INTEREST "RECORDS" SHOWN FOR CBOT PRODUCTS, ARE COMPRISED OF VOLUME AND OPEN INTEREST DATA AFTER THE CBOT/CME MERGER ON JULY 13, 2007.THE
INFORMATION CONTAINED IN THIS REPORT IS COMPILED FOR THE CONVENIENCE OF THE USER AND IS FURNISHED WITHOUT RESPONSIBILITY FOR ACCURACY OR CONTENT. IT ISACCEPTED BY THE USER ON THE CONDITION THAT ERRORS OR OMISSIONS SHALL NOT BE MADE THE BASIS FOR ANY CLAIM, DEMAND, OR CAUSE FOR ACTION.
© Copyright CME Group Inc. All rights reserved.

59Side 0230 DAY AND MIDCURVE FED FUNDS, 10YR, 5YR, 7YR, 30YR SWAP OPTIONS

59
Side 022024 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin
CME Group, Inc.
20 South Wacker Drive, Chicago, Illinois 60606-7499.
Customer Service: (312) 930-1000

FINALPG59 BULLETIN # 199@

30 DAY AND MIDCURVE FED FUNDS, 10YR, 5YR, 7YR, 30YR SWAP OPTIONSMon, Oct 14, 2024PG59VOLUME AND OPEN INTEREST "RECORDS" SHOWN FOR CBOT PRODUCTS, ARE COMPRISED OF VOLUME AND OPEN INTEREST DATA AFTER THE CBOT/CME MERGER ON JULY 13, 2007.THEINFORMATION CONTAINED IN THIS REPORT IS COMPILED FOR THE CONVENIENCE OF THE USER AND IS FURNISHED WITHOUT RESPONSIBILITY FOR ACCURACY OR CONTENT. IT ISACCEPTED BY THE USER ON THE CONDITION THAT ERRORS OR OMISSIONS SHALL NOT BE MADE THE BASIS FOR ANY CLAIM, DEMAND, OR CAUSE FOR ACTION.
© Copyright CME Group Inc. All rights reserved.