30-Day Fed Funds Settlement

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FUT | OPT

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FUT

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FUT

FUT | OPT

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FUT

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FUT | OPT

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FUT

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FUT | OPT

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FUT

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FUT | OPT

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FUT | OPT

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FUT | OPT

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FUT | OPT

FUT | OPT

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FUT | OPT

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FUT | OPT

FUT | OPT

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FUT | OPT

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FUT | OPT

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FUT | OPT

FUT | OPT

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FUT

FUT | OPT

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FUT

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FUT

FUT

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FUT

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FUT | OPT

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FUT

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FUT | OPT

WCE Western Canadian Select (WCS) Crude Oil

FUT

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FUT | OPT

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FUT

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FUT | OPT

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FUT

R2 Russian Export Blend Crude Oil (REBCO) - Financial

FUT

MB Gulf Coast Sour Crude Oil

FUT

A0 Argus Sour Crude Index Financial

FUT

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FUT | OPT

Ethanol (CBOT)

EH CBOT Ethanol

FUT | OPT

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FUT

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NG Natural Gas (Henry Hub)

FUT | OPT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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L1 PJM Western Hub Peak Calendar Month Real Time LMP Swap Future

FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT | OPT

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FUT

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FUT

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FUT

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FUT | OPT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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QL Central Appalachian Coal (CAPP)

FUT

Other

FUT

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Equity Index Homepage

US Index Futures and Options (CME)

E-mini S&P 500 (Dollar)

FUT | OPT

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FUT

FUT | OPT

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FUT | OPT

FUT | OPT

E-mini S&P SmallCap 600

FUT | OPT

S&P SmallCap 600

FUT

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FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

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FUT

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FUT

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Dow Jones U.S. Real Estate Index

FUT

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FUT | OPT

FUT | OPT

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FUT

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E-mini S&P 500 EOM

OPT

OPT

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OPT

OPT

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OPT

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OPT

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FUT

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FUT

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FUT | OPT

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FUT

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FUT

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FUT

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FUT | OPT

FUT

FUT

FUT

FUT | OPT

FUT

FUT | OPT

FUT

Dow Jones CME FX$INDEX

FUT

FUT | OPT

FUT

FUT

FUT | OPT

FUT

FUT | OPT

FUT | OPT

FUT

FUT

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FUT | OPT

FUT

FUT

FUT | OPT

FUT

FUT

FUT | OPT

FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT

FUT

FUT

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FUT

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FUT

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FUT

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OPT

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OPT

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FUT | OPT

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FUT

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FUT

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FUT | OPT

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FUT | OPT

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FUT | OPT

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FUT | OPT

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FUT

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FUT | OPT

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FUT

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FUT

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FUT

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FUT

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FUT | OPT

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FUT | OPT

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FUT | OPT

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FUT | OPT

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FUT

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FUT

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Metals Products Homepage

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FUT | OPT

GVF Gold Volatility Index (VIX)

FUT | OPT

MGC E-micro Gold

FUT

FUT

FUT | OPT

XSN E-mini Silver

FUT

FUT

Precious (NYMEX)

FUT | OPT

FUT | OPT

Base (COMEX)

FUT | OPT

QC E-mini Copper

FUT

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HR US Steel Coil

FUT

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FUT

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Interest Rate Swaps

|

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FUT

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U.S. Cooling Monthly

FUT | OPT

U.S. Cooling Seasonal

FUT | OPT

U.S. Heating Monthly

FUT | OPT

U.S. Heating Seasonal

FUT | OPT

U.S. Weekly Weather

FUT | OPT

Canada CAT Monthly

FUT | OPT

Canada CAT Seasonal

FUT | OPT

Canada Cooling Monthly

FUT | OPT

Canada Cooling Seasonal

FUT | OPT

Canada Heating Monthly

FUT | OPT

Canada Heating Seasonal

FUT | OPT

Europe CAT Monthly

FUT | OPT

Europe CAT Seasonal

FUT | OPT

Europe Heating Monthly

FUT | OPT

Europe Heating Seasonal

FUT | OPT

Asia-Pacific Monthly

FUT | OPT

Asia-Pacific Seasonal

FUT | OPT

Australia Cooling Monthly

FUT | OPT

Australia Cooling Seasonal

FUT | OPT

Australia Heating Monthly

FUT | OPT

Australia Heating Seasonal

FUT | OPT

Hurricanes (CME)

FUT | OPT

Hurricane Seasonal

FUT | OPT

Hurricane Seasonal Maximum

FUT | OPT

Frost (CME)

FUT | OPT

FUT | OPT

Snowfall (CME)

Snowfall Monthly

FUT | OPT

Snowfall Seasonal

FUT | OPT

Rainfall (CME)

Rainfall Monthly

FUT | OPT

Rainfall Seasonal

FUT | OPT

30-Day Fed Funds Settlement

JANUARY 2012 30-DAY FED FUNDS FUTURES SETTLE @ 99.918

The 30-Day Fed Funds futures contract for January 2012 has been cash settled to a final settlement price of 99.918, implying an average daily effective federal funds rate of 0.082 percent per annum during the delivery month.

For more information about 30-Day Fed Funds futures, please contact:

Peter Barker	312 930 8554	peter.barker@cmegroup.com
Daniel Grombacher	312 634 1583	daniel.grombacher@cmegroup.com
Frederick Sturm	312 930 1282	frederick.sturm@cmegroup.com
James Boudreault	312 930 3247	james.boudreault@cmegroup.com

January 2012 30-Day Fed Funds Futures Settlement File

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