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INTERESTRATEFUTURES2021DAILYINFORMATIONBULLETIN-http://www.
cmegroup.
com/dailybulletinCMEGroup,Inc.
20SouthWackerDrive,Chicago,Illinois60606-7499.
CustomerService:(312)930-1000INTERESTRATEFUTURESFORPRODUCTSTHATARETRADEDINBOTHOpenOutcry(RTH)ANDONCMEGlobex(ETH)THEINFORMATIONREPRESENTEDONTHISPAGEFOROPENINGRANGE,HIGH,LOW,CLOSINGRANGE,SETTLEMENTPRICEANDVOLUMEREPRESENTSRTHACTIVITYONLY.
NOTE:LIFEOFCONTRACTHIGHANDLOWREPRESENTSBOTHRTHANDETH.
RTHVOLUMEREFLECTSPITTRADING,BLOCKTRADESANDCASH-FOR-FUTURESONLY.
ETHREPRESENTSGLOBEXVOLUMETRANSACTIONSFROMTHEGLOBEXELECTRONICSESSIONONLY.
VOLUMEOROPENINTEREST(BOTHBEFOREANDAFTERTHELASTDAYOFTRADING)MAYBEAFFECTEDBY:CASHFORFUTURES,SPREADS,ANDPRIORDAYS'CLEAREDTRADES(OUT-TRADES),POSITIONADJUSTMENTS,OPTIONEXERCISES,POSITIONSINDELIVERY,ORPOSITIONSINACASHSETTLEMENTCYCLE.
PRODUCTLISTINGSREPRESENTCONTRACTSWITHPRICE/VOLUMEACTIVITYAND/ORHAVEESTABLISHEDOPENINTEREST.
PRODUCTSTHATAREELIGIBLETOTRADE,BUTAREINACTIVE,DONOTAPPEARINTHISREPORT.
LEGEND:B=BID,A=ASK,N=NOMINAL,P=POSTSETTLEMENTSESSION,#=NEWCONTRACTHIGHPRICE,*=NEWCONTRACTLOWPRICE,R=RECORDVOLUMEOROPENINTEREST.
SETTLEMENTPRICESAREDETERMINEDBYCMERULE813.
0909PG09Fri,Mar12,2021PG09BULLETIN#48@PRELIMINARY----CONTRACT----HIGHLOWOPENINTERESTGLOBEXVOLUMERTHVOLUMESETT.
PRICEIMMINDEXDISCOUNT%PT.
CHGE.
##GLOBEXLOWGLOBEXHIGHGLOBEXOPENEURODLRFUTAPR2199.
8300109.
983099.
8250.
17)----93007+UNCH6776109.
986099.
785099.
8300(23807MAY2199.
830099.
835099.
8250.
17)----37471+UNCH312799.
860099.
795099.
8300(7641JUL2199.
830099.
830099.
8300.
17)16014+0.
5328199.
860099.
820099.
8300(4742AUG2199.
820099.
820099.
8200.
18)262+0.
5399.
840099.
815099.
8200(110TOTALEURODLRFUT14675413187+36201MAR2199.
815099.
817599.
8100.
18)1027793+0.
2603199.
870094.
2150A99.
8125(291078JUN2199.
835099.
840099.
8300.
16)----1200990+UNCH4923499.
885094.
4650A99.
8350(281968SEP2199.
815099.
815099.
8050.
19)-7791221+0.
51623499.
895094.
8800A99.
8100(198255DEC2199.
765099.
765099.
7500.
24)953161-1.
01352399.
880094.
8400A99.
7550(244702MAR2299.
800099.
800099.
7800.
21)-7784798276-1.
06695599.
875094.
8950A99.
7850(217178JUN2299.
755099.
755099.
7400.
25)793668-1.
0895599.
855094.
7950A99.
7450(255766SEP2299.
695099.
695099.
6650.
32)-11127739248+2.
05321499.
845094.
7750A99.
6750(310506DEC2299.
575099.
580099.
5450.
44)-8623719401+3.
05140699.
820094.
7450A99.
5550(336314MAR2399.
480099.
485099.
4400.
55)-87031105325+4.
56934499.
815094.
7300A99.
4500(356550JUN2399.
325099.
335099.
2750.
71)-3908652568-5.
0164399.
790094.
7550A99.
2900(262063SEP2399.
085099.
095099.
0250.
95)-2146523607-5.
0440199.
760094.
760099.
0500(216470DEC2398.
940098.
950098.
87001.
10)-400697678+5.
52800899.
720094.
710098.
9000(237208MAR2498.
790098.
805098.
72001.
25)332501-6.
510298299.
695095.
430098.
7500(395620JUN2498.
645098.
655098.
56501.
41)-5168288740+7.
51559399.
660095.
540098.
5900(143461SEP2498.
505098.
520098.
42501.
55)-108262048-8.
53099.
615096.
0800A98.
4450(104715DEC2498.
400098.
405098.
30001.
68)-100207731-9.
5655299.
560096.
2550A98.
3150(117557MAR2598.
275098.
305098.
19501.
79)116595-10.
51039599.
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2050(64974JUN2598.
200098.
210098.
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0352899.
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1100(58242SEP2598.
105098.
125098.
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98)146402+11.
548999.
510096.
490098.
0200(57671DEC2598.
010098.
030097.
91002.
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52427599.
510096.
560097.
9200(67120MAR2697.
940097.
940097.
83002.
16)21959-12.
543999.
345096.
565097.
8400(8799JUN2697.
825097.
830097.
75502.
23)7839+13.
044199.
290096.
710097.
7650(2783SEP2697.
750097.
755097.
69002.
30)7324-13.
012499.
255096.
585097.
7000(2105DEC2697.
680097.
690097.
62002.
37)9837+12.
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060096.
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6300(3051MAR2797.
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42)2048+12.
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500097.
5800(870JUN272.
48)1011+13.
59099.
195096.
6850A97.
5200(455SEP272.
52)1145+14.
010999.
1500B96.
610097.
4750(334DEC272.
57)600+14.
07898.
870096.
645097.
4250(147MAR282.
61)19114.
0UNCH98.
860096.
7350A97.
3900(----JUN282.
65)4514.
0UNCH98.
835096.
780097.
3450(----SEP282.
69)3213.
5UNCH98.
815098.
010097.
3100(----DEC282.
72)1513.
5UNCH98.
775096.
730097.
2750(----MAR2997.
3600A2.
74)1813.
5UNCH98.
760097.
3600A97.
2600(----JUN292.
75)113.
5UNCH97.
995097.
9650A97.
2500(----SEP292.
77)413.
5UNCH98.
750097.
975097.
2300(----DEC292.
79)213.
5UNCH97.
335097.
335097.
2050(----DEC302.
82)113.
5UNCH97.
705097.
705097.
1800(----680741161649496795+4235962GLOBEXOPENGLOBEXHIGHGLOBEXLOWSETT.
PRICEPT.
CHGEOPENINTEREST----CONTRACT----HIGHLOWRTHVOLUMEGLOBEXVOLUME10-YRNOTEFUTURESMAR21133'195133'195*132'275A207341372-0'2604617139'315132'275A132'2907811-JUN21132'150132'180*131'2301163343706188+0'26594869137'250131'230131'2502080044-SEP21131'170131'170*130'150----7+0'2653135'310B130'150130'3006-118407TOTAL10-YRNOTEFUTURES374756790255+20878615-YRNOTEFUTURESMAR21124'142124'142124'037A59316906-0'090553126'145B124'002124'0571061-JUN21123'302124'000123'195734123440638+0'10221640126'000123'177123'2201045672-74005TOTAL5-YRNOTEFUTURES345754421087+10467332-YRNOTEFUTURESMAR21110'131110'137110'131----38668-0'00523110'163110'103110'1374805-JUN21110'128110'131110'113896062343172+0'00812134110'157110'093110'121367262-89606TOTAL2-YRNOTEFUTURES238184012111+3720673-YRNOTEFUTURESMAR21116'036----6587-0'02789116'190115'275116'04590-JUN21116'023116'023115'303----7954+0'033559116'133115'247115'3156050-0TOTAL3-YRNOTEFUTURES14541470+614030YBONDFUTMAR21158'12158'12*156'31A----1385-2'10173178'29B156'31A157'04233-JUN21157'16157'24*155'1254411210614+2'111376173'25155'12155'18514712-SEP2132'11UNCH166'25B159'23A154'02-----5441TOTAL30YBONDFUT12120021203+514945ULTRAT-BNDFUTMAR21187'16187'27B*183'28A----8164-4'0824222'01B183'28A183'3039-JUN21185'25186'09*182'03201051155315+4'086809209'24B182'03182'08199270-20105TOTALULTRAT-BNDFUT11634796785+199309TNFUTMAR211480'151480'50B*1462'50A----3812-11'50901582'75B1462'50A1462'65838-JUN211461'401461'95*1450'35372121267134+11'5515581531'35B1450'351450'60366498-37212TOTALTNFUT12709461468+367336PLEASENOTE,DUETOAREPORTINGERROR,YESTERDAY'SOPENINTERESTINTHEUSZ7CONTRACTWASOVERSTATEDBY103,495.
THEERRORHASBEENREMEDIATEDANDTODAY'SREPORTEDOPENINTERESTISCORRECT.
DUETOTHEMINIMUMTICKSIZEINCREASEINTHE30-YEARTREASURYBONDSFUTURES,THECONTRACTHIGHS/LOWSMAYDISPLAYANINVALIDPRICEFORMAT.
FOREXAMPLE,THESEPVOLUMEANDOPENINTEREST"RECORDS"SHOWNFORCBOTPRODUCTS,ARECOMPRISEDOFVOLUMEANDOPENINTERESTDATAAFTERTHECBOT/CMEMERGERONJULY13,2007.
THEINFORMATIONCONTAINEDINTHISREPORTISCOMPILEDFORTHECONVENIENCEOFTHEUSERANDISFURNISHEDWITHOUTRESPONSIBILITYFORACCURACYORCONTENT.
ITISACCEPTEDBYTHEUSERONTHECONDITIONTHATERRORSOROMISSIONSSHALLNOTBEMADETHEBASISFORANYCLAIM,DEMAND,ORCAUSEFORACTION.
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