When was the first tennis major comprising the Grand Slam before the US Open first held?
US Open (tennis):  Since 1987, the US Open has been chronologically the fourth and final tennis major comprising the Grand Slam each year; the other three, in chronological order, are the Australian Open, the French Open and Wimbledon. Australian Open:  First held in 1905, the tournament is chronologically the first of the four Grand Slam tennis events of the year – the other three being the French Open, Wimbledon and the US Open.
1905