1111EQUITY AND INDEX FUTURES
2024 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin
CME Group, Inc.
20 South Wacker Drive, Chicago, Illinois 60606-7499.

PRELIMINARY
PG11 BULLETIN # 188@Fri, Sep 27, 2024 PG11EQUITY AND INDEX 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
THIS REPORT. 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.
PITOPEN RANGEEMINI S&P FUTSEP24---DEC245804.25
MAR255857.00
JUN255907.00
SEP25---DEC25---DEC26---TOTAL EMINI S&P FUTPIT HIGHPIT LOW---5821.50
5872.75B5913.25B
5927.75B#5980.75B-------5782.00
5833.50A
5877.25A
5943.25A
5960.00A----

GLOBEXOPEN
E-400 MIDCAP F
DEC243142.80
TOTAL E-400 MIDCAP F
E-600 SMLCAP F
DEC24
1441.50TOTAL E-600 SMLCAP FEMINI NAS BIO F
DEC24---TOTAL EMINI NAS BIO FEMINI NASD FUT
DEC2420345.00

PIT
CLOSING RANGE----------------------GLOBEX
HIGH

5699.995791.255842.505884.00
5920.755956.50
6110.00
GLOBEX
LOW+-UNCH
1325
1400
1400
1900
1900
1900

SETT. PRICE& PT. CHGE

OPEN
INTEREST------13105 1267167---2103---39------------------13105
1269309
VOLUME
TRADES
CLEARED

2048852 +11187 +
581 +
16933
105
2061674 +--CONTRACT-HIGH
LOW

UNCH 5737.50
4771 5830.00
704 5881.50
32 5921.00B
UNCH 5929.75B
UNCH 5980.75B
UNCH 5600.00B
5507

OPEN
INTEREST4255.504306.25A
4785.00A
4880.00A
5319.50A
5000.00A------CONTRACT-HIGH
LOW

3175.203134.103146.20+300

10010010094
10094

32831 +
32831 +

50 3192.60B
502833.60A

1443.90B

1419.10A

1430.50+1040---03535

661 +661 +34 1459.50B
341357.10A

4840.50B----

4802.50+

850

---0

---086
86

UNCH 5028.50B

4759.50A

20221.5020423.5020603.0020828.0
021269.2
5-

12475

1341

434293234703 -603 21240.25B

15068.75A

-

12550

----

840

795 +

189 21466.00B

17281.00A

-

12500

----

----

4

UNCH 21557.75B

18061.25A

-

12500

----

----

4

UNCH 21791.25B

18327.25A

-

12500

----

----

2

UNCH 19907.00B

15760.00A

1341

435133235508 -414400------400

13864097113873891402 +127 +
1091539 +4073 43005.00 38360.00A
28 43319.00B 38731.00A
UNCH 43500.00 39794.00A
4101

1660
1660

66472 +66472 +1138 3996.0
11383580.0A

20395.75

20173.00

MAR2520564.00

20596.25B

20376.00A

JUN25--------

20674.00A

SEP25

----

----

20874.25A

DEC26----

----

----

TOTAL EMINI NASD FUTMINI $5 DOW FUTDEC2442538.00
MAR2542960.00
JUN2543500.00
TOTAL MINI $5 DOW FUTUS REAL EST F
DEC243933.0
TOTAL US REAL EST FNIKKEI ($) FUT
DEC2439510.00MAR2538275.00
TOTAL NIKKEI ($) FUTNIKKEI (YEN) F
OCT24---DEC2439375.00
MAR2537620.00
TOTAL NIKKEI (YEN) F

VOLUMETRADES
CLEARED

SETT. PRICE& PT. CHGE

#43005.00#43319.00B#43500.00
3937.042489.00
42816.00A
43080.00A
3858.042656.00 +42976.00 +43229.00 +101.00100.00101.003902.0 +

UNCH

2628
2628

40095.00#40075.00B

37460.00
37710.00A

37615.00 37700.00 -

1795
1970

------015323
11532411006 +
3 11009 +749 42355.00B
1 40075.00B
74830810.00A
36130.00A---39970.00
39890.00B---37290.00
37310.00A

37520.00 37450.00 37445.00 -2110
1830
1830

---------0---58643
458647238246 +3 +38251 +UNCH 38945.00B
2106 42270.00B
3 39950.00B
2109

36000.00A
30190.00A
35600.00ATHE INFORMATION CONTAINED IN THIS REPORT IS COMPILED FOR THE CONVENIENCE OF THE USER AND IS FURNISHED WITHOUT RESPONSIBILITY FOR ACCURACY OR CONTENT.
IS ACCEPTED 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.

IT