|
|
| CBOT close price volume open int - Chicago Board of Trade - close | volume | open interest
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
Futures |
Options |
Other Derivatives |
|
|
[ ko: 1431] [ ko: 1431] [ ko: 1431]
30 Day Federal Funds ( pit).
Clearing symbol = 41 | call symbol = FFC | put symbol = FFP |.
Column ( 1) 30 Day Federal Funds ( pit) maturity 1.
Nearest maturity
. Number of observations : 11
Column ( 2) 30 Day Federal Funds ( pit) maturity 2.
2nd maturity
. Number of observations : 11
Column ( 3) 30 Day Federal Funds ( pit) maturity 3.
3rd maturity
. Number of observations : 11
Column ( 4) 30 Day Federal Funds ( pit) maturity 4.
4th maturity
. Number of observations : 11
Column ( 5) 30 Day Federal Funds ( pit) maturity 5.
5th maturity
. Number of observations : 11
Column ( 6) 30 Day Federal Funds ( pit) maturity 6.
6th maturity
. Number of observations : 11
Column ( 7) 30 Day Federal Funds ( pit) maturity 7.
7th maturity
. Number of observations : 11
Column ( 8) 30 Day Federal Funds ( pit) maturity 8.
8th maturity
. Number of observations : 11
Column ( 9) 30 Day Federal Funds ( pit) maturity 9.
9th maturity
. Number of observations : 11
Column ( 10) 30 Day Federal Funds ( pit) maturity 10.
10th maturity
. Number of observations : 11
Column ( 11) 30 Day Federal Funds ( pit) maturity 11.
11th maturity
. Number of observations : 11
Column ( 12) 30 Day Federal Funds ( pit) maturity 12.
12th maturity
. Number of observations : 7
Column ( 13) 30 Day Federal Funds ( pit) maturity 13.
13th maturity
. Number of observations : 6
Column ( 14) 30 Day Federal Funds ( pit) maturity 14.
14th maturity
. Number of observations : 4
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 jun 20, 8:22 pm |
|
30 Day Federal Funds ( pit) . Futures . Average Open Interest
|
|
, 30 Day Federal Funds ,, 30 Day Federal Funds ,, 30 Day Federal Funds ,, 30 Day Federal Funds ,, 30 Day Federal Funds ,, 30 Day Federal Funds ,, 30 Day Federal Funds ,, 30 Day Federal Funds ,, 30 Day Federal Funds ,, 30 Day Federal Funds ,, 30 Day Federal Funds ,, 30 Day Federal Funds ,, 30 Day Federal Funds ,, 30 Day Federal Funds ,
, ( pit) ,, ( pit) ,, ( pit) ,, ( pit) ,, ( pit) ,, ( pit) ,, ( pit) ,, ( pit) ,, ( pit) ,, ( pit) ,, ( pit) ,, ( pit) ,, ( pit) ,, ( pit) ,
, 30 Day Federal Funds ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,, Seventh nearest expn ,, Eighth nearest expn ,, Ninth nearest expn ,, Tenth nearest expn ,, Eleventh nearest expn ,, Twelfth nearest expn ,, Thirteenth nearest exp ,, Fourteenth nearest exp ,
, ( pit); Nearest expira ,, ,, ,, ,, ,, ,, ,, ,, ,, ,, ,, ,, n ,, n ,
, tion ,, ,, ,, ,, ,, ,, ,, ,, ,, ,, ,, ,, ,, ,
, Jun1998 to Jun2008,, Jun1998 to Jun2008,, Jun1998 to Jun2008,, Jun1998 to Jun2008,, Jun1998 to Jun2008,, Jun1998 to Jun2008,, Jun1998 to Jun2008,, Jun1998 to Jun2008,, Jun1998 to Jun2008,, Jun1998 to Jun2008,, Jun1998 to Jun2008,, Jan1999 to Jun2008,, Jan1999 to Jun2008,, Aug2005 to Jun2008,
End of , Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2008 , 101421, 114 day avg , 97265, 115 day avg , 71791, 115 day avg , 56345, 115 day avg , 41985, 115 day avg , 36442, 115 day avg , 28544, 115 day avg , 16110, 115 day avg , 6928, 115 day avg , 2437, 115 day avg , 1328, 115 day avg , 726, 115 day avg , 452, 108 day avg , na, 0 day avg
2007 , 116565, 236 day avg , 128841, 251 day avg , 96637, 251 day avg , 74760, 251 day avg , 43121, 251 day avg , 17051, 251 day avg , 6685, 251 day avg , 2271, 251 day avg , 1368, 251 day avg , 899, 251 day avg , 469, 251 day avg , 234, 249 day avg , 136, 190 day avg , na, 0 day avg
2006 , 124743, 238 day avg , 139080, 250 day avg , 107475, 250 day avg , 70983, 250 day avg , 39113, 250 day avg , 13915, 250 day avg , 3159, 250 day avg , 785, 250 day avg , 502, 226 day avg , 381, 228 day avg , 140, 200 day avg , 116, 131 day avg , 166, 63 day avg , na, 0 day avg
2005 , 107476, 243 day avg , 117763, 250 day avg , 102206, 250 day avg , 61910, 250 day avg , 21717, 250 day avg , 8549, 250 day avg , 2210, 250 day avg , 452, 250 day avg , 156, 236 day avg , 68, 189 day avg , 14, 123 day avg , 4, 96 day avg , 3, 63 day avg , na, 0 day avg
2004 , 101614, 238 day avg , 114204, 251 day avg , 97580, 251 day avg , 62551, 251 day avg , 38169, 251 day avg , 19485, 251 day avg , 9724, 251 day avg , 4580, 251 day avg , 1684, 244 day avg , 690, 173 day avg , 98, 76 day avg , na, 13 day avg , na, 0 day avg , na, 0 day avg
2003 , 65136, 248 day avg , 66137, 250 day avg , 49610, 250 day avg , 35176, 250 day avg , 26904, 250 day avg , 19859, 250 day avg , 13601, 250 day avg , 9679, 250 day avg , 5541, 250 day avg , 3293, 250 day avg , 2129, 189 day avg , 940, 95 day avg , 43, 43 day avg , na, 0 day avg
2002 , 51197, 250 day avg , 53274, 250 day avg , 44601, 250 day avg , 31422, 250 day avg , 18060, 250 day avg , 7567, 250 day avg , 2155, 250 day avg , 481, 250 day avg , 49, 230 day avg , 111, 169 day avg , 223, 34 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001 , 29285, 249 day avg , 30628, 249 day avg , 24189, 249 day avg , 15264, 249 day avg , 11518, 249 day avg , 7146, 249 day avg , 2737, 249 day avg , 928, 226 day avg , 442, 166 day avg , 252, 68 day avg , 45, 19 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2000 , 13287, 249 day avg , 14223, 251 day avg , 9788, 251 day avg , 4686, 251 day avg , 1490, 251 day avg , 475, 248 day avg , 179, 227 day avg , 79, 184 day avg , 7, 143 day avg , 8, 78 day avg , 3, 20 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
1999 , 7741, 251 day avg , 9000, 251 day avg , 6013, 251 day avg , 3270, 251 day avg , 1385, 251 day avg , 524, 251 day avg , 226, 233 day avg , 69, 191 day avg , 31, 126 day avg , 27, 83 day avg , 8, 61 day avg , 1, 38 day avg , na, 19 day avg , na, 0 day avg
1998 , 7288, 137 day avg , 7940, 137 day avg , 6017, 137 day avg , 3806, 137 day avg , 1756, 137 day avg , 823, 137 day avg , 376, 137 day avg , 126, 118 day avg , 16, 99 day avg , 8, 52 day avg , 2, 11 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
|