0909

INTEREST RATE FUTURES
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

FINALPG09 BULLETIN # 199@Mon, Oct 14, 2024 PG09

INTEREST RATE FUTURESFOR PRODUCTS THAT ARE TRADED IN BOTH Open Outcry(RTH) AND ON CME Globex (ETH) THE INFORMATION REPRESENTED ON THIS PAGE FOR OPENING RANGE, HIGH, LOW,CLOSING RANGE, SETTLEMENT PRICE AND VOLUME REPRESENTS RTH ACTIVITY ONLY. NOTE: LIFE OF CONTRACT HIGH AND LOW REPRESENTS BOTH RTH AND ETH. RTH VOLUMEREFLECTS PIT TRADING, BLOCK TRADES AND CASH-FOR-FUTURES ONLY. ETH REPRESENTS GLOBEX VOLUME TRANSACTIONS FROM THE GLOBEX® ELECTRONIC SESSION ONLY.
VOLUME OR OPEN INTEREST (BOTH BEFORE AND AFTER THE LAST DAY OF TRADING) MAY BE AFFECTED BY: CASH FOR FUTURES, SPREADS, AND PRIOR DAYS’ CLEARED TRADES(OUT-TRADES), POSITION ADJUSTMENTS, OPTION EXERCISES, POSITIONS IN DELIVERY, OR POSITIONS IN A CASH SETTLEMENT CYCLE. PRODUCT LISTINGS REPRESENTCONTRACTS WITH PRICE/VOLUME ACTIVITY AND/OR HAVE ESTABLISHED OPEN INTEREST. PRODUCTS THAT ARE ELIGIBLE TO TRADE, BUT ARE INACTIVE, DO NOT APPEAR IN THISREPORT. LEGEND: B=BID, A=ASK, N=NOMINAL, P=POST SETTLEMENT SESSION, #=NEW CONTRACT HIGH PRICE, *=NEW CONTRACT LOW PRICE, R=RECORD VOLUME OR OPEN
INTEREST. SETTLEMENT PRICES ARE DETERMINED BY CME RULE 813.
GLOBEXOPEN

RTHVOLUME

GLOBEX®
VOLUMEOPEN
INTEREST

0'085
0'095

------0356687
63566936238867 - 11653
40 +56238907 - 11648

110'287
110'125B

106'195A
108'140A111'275 112'055 -

0'125
0'120

1527
---1527716715143
7168584711915 - 24181
3043 +
56
4714958 - 24125

115'235
116'020

108'000
111'100A

103'105
103'203----103'115 103'212 104'015 -

0'037
0'037
0'037

---------0

2056105---205615

4455565 +98 +14455664 +

2771
5UNCH
2776

104'161
104'281104'293

102'112103'192
104'293105'221105'166

105'180 -

0'058

---0

1739
1739

9738 9738 -2
2

107'122104'265

120'04120'12B

119'14119'24A

119'25 120'02 -

0'19
0'20

995
---99514313363143196

1777134 1444 +1778578 -202 127'22
2 127'24
200

113'04A
118'00127'14127'15B

126'15*126'20A

127'02 127'06 -0'220'22------080967
3809701718565 55 +
1718620 -1422 138'14
3 135'19B
1419

123'09A
126'20A

1151'75----

1150'20----1150'85 1151'95 -

1'50
1'50

------0144890---144890

2198698 +52198703 +1741 1201'05
UNCH 1183'10
1741

1122'60A
1162'20A

GLOBEXHIGHGLOBEXLOW

5-YR NOTE FUTURES
DEC24108'132
MAR25---TOTAL 5-YR NOTE FUTURES

108'132----

108'055*108'140A

108'075 108'145 -10-YR NOTE FUTURES
DEC24112'030
MAR25112'120
TOTAL 10-YR NOTE FUTURES

112'040112'130B

111'230
112'015A

2-YR NOTE FUTURES
DEC24103'145
MAR25---JUN25---TOTAL 2-YR NOTE FUTURES

103'145-------3-YR NOTE FUTURES
DEC24105'213
TOTAL 3-YR NOTE FUTURES
30Y BOND FUT
DEC24120'00
MAR25120'05
TOTAL 30Y BOND FUTULTRA T-BND FUT
DEC24127'05
MAR25127'12
TOTAL ULTRA T-BND FUT
TN FUT
DEC241151'55
MAR25---TOTAL TN FUTSETT. PRICE PT.CHGE

PLEASE NOTE, DUE TO A REPORTING ERROR, YESTERDAY’S OPEN INTEREST IN THE USZ7 CONTRACT WAS OVERSTATED BY 103,495.
TODAY’S REPORTED OPEN INTEREST IS CORRECT.

----CONTRACT---HIGHLOWTHE ERROR HAS BEEN REMEDIATEDUE TO THE MINIMUM TICK SIZE INCREASE IN THE 30-YEAR TREASURY BONDS FUTURES, THE CONTRACT HIGHS/LOWS MAY DISPLAY AN INVALID PRICE FORMAT. FOR EXAMPLE,THE SEP 09 CONTRACT HIGH IS DISPLAYED AS 1291’10 TO DETERMINE THE CORRECT HIGH, PLEASE MOVE THE HASH MARK ONE PLACE TO LEFT FOR THE CORRECT PRICE OFGLOBEXOPENTBF3 FUTOCT24NOV24DEC24MAR25JUN25
TOTAL TBF3 FUT

GLOBEXHIGHGLOBEXLOW

95.4525---95.755
96.125----95.4925---95.755
96.145----95.4525
95.575A
95.705A
96.09A
96.37AGLOBEXOPENGLOBEXHIGHGLOBEXLOW

30-YEAR 5.5% COUPON UMBS TBA FUTNOV24---TOTAL 30-YEAR 5.5% COUPON UMBS TBA FUT--------MICRO LONG TERM US TREAS BOND FUT
DEC2412'702
TOTAL MICRO LONG TERM US TREAS BOND FUT12'713

MICRO ULTRA 10-YEAR US TREASURY FUTDEC24115'145
115'170
TOTAL MICRO ULTRA 10-YEAR US TREASURY FUT

SETT. PRICE IMM INDEXDISCOUNT % PT.CHGE.##RECIPROCAL
95.46095.60095.73596.12096.385(((((4.54) 4.40) 4.26) 3.88) 3.61) -.025
.025
.050
.055
.070

RTH
VOLUMEGLOBEX®
VOLUME---------------05---14351---199OPEN
INTEREST----CONTRACT---HIGH
LOW

2775 628
1040 593 249
5285 -

95.775B
95.93596.24B
96.765B
97.06B

5UNCH
142
12UNCH
159

95.09A
95.535A
95.015A
95.445A
96.24AOPEN
INTEREST----CONTRACT---HIGH
LOW---023052305

UNCH

101'187B

100'085A---0573573914 +914 +2525

13'813B

12'615A

115'085 -0'150---0366366475 +475 +2424120'095B

115'020A

SETT. PRICE PT.CHGE

RTHVOLUME

GLOBEX®
VOLUME

UNCH---0*12'615A

12'702 -0'220*115'020A

100'11730-YEAR 6.0% COUPON UMBS TBA FUTNOV24---TOTAL 30-YEAR 6.0% COUPON UMBS TBA FUT--------

101'197

UNCH---0---0360
360

UNCH

102'137B

101'167

30-YEAR 5.0% COUPON UMBS TBA FUTNOV24---TOTAL 30-YEAR 5.0% COUPON UMBS TBA FUT--------98'235

UNCH---0---0340
340

UNCH

100'190B

98'210A

30-YEAR 4.5% COUPON UMBS TBA FUTNOV24---TOTAL 30-YEAR 4.5% COUPON UMBS TBA FUT--------96'240

UNCH---0---0273273

UNCH

99'075B

96'192A

30-YEAR 6.5% COUPON UMBS TBA
NOV24---TOTAL 30-YEAR 6.5% COUPON UMBS TBA

----

----

102'232

UNCH---0---0240
240

UNCH

103'095B

102'197

30-YEAR 4.0% COUPON UMBS TBA FUTNOV24---TOTAL 30-YEAR 4.0% COUPON UMBS TBA FUT--------94'110

UNCH---0---05555UNCH

97'052B

94'027A

30-YEAR 3.0% COUPON UMBS TBA FUTNOV24---TOTAL 30-YEAR 3.0% COUPON UMBS TBA FUT--------88'047

UNCH---0---030
30

UNCH

90'110B

88'007A

30-YEAR 3.5% COUPON UMBS TBA FUTNOV24---TOTAL 30-YEAR 3.5% COUPON UMBS TBA FUT--------

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

UNCH

93'272B

91'135AVOLUME 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.
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