|
|
| 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 : 41
Column ( 2) 30 Day Federal Funds ( pit) maturity 2.
2nd maturity
. Number of observations : 41
Column ( 3) 30 Day Federal Funds ( pit) maturity 3.
3rd maturity
. Number of observations : 41
Column ( 4) 30 Day Federal Funds ( pit) maturity 4.
4th maturity
. Number of observations : 41
Column ( 5) 30 Day Federal Funds ( pit) maturity 5.
5th maturity
. Number of observations : 41
Column ( 6) 30 Day Federal Funds ( pit) maturity 6.
6th maturity
. Number of observations : 41
Column ( 7) 30 Day Federal Funds ( pit) maturity 7.
7th maturity
. Number of observations : 41
Column ( 8) 30 Day Federal Funds ( pit) maturity 8.
8th maturity
. Number of observations : 41
Column ( 9) 30 Day Federal Funds ( pit) maturity 9.
9th maturity
. Number of observations : 40
Column ( 10) 30 Day Federal Funds ( pit) maturity 10.
10th maturity
. Number of observations : 37
Column ( 11) 30 Day Federal Funds ( pit) maturity 11.
11th maturity
. Number of observations : 31
Column ( 12) 30 Day Federal Funds ( pit) maturity 12.
12th maturity
. Number of observations : 17
Column ( 13) 30 Day Federal Funds ( pit) maturity 13.
13th maturity
. Number of observations : 14
Column ( 14) 30 Day Federal Funds ( pit) maturity 14.
14th maturity
. Number of observations : 8
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 ,
2008.2 , 92264, 54 day avg , 102994, 54 day avg , 86293, 54 day avg , 77787, 54 day avg , 65117, 54 day avg , 62872, 54 day avg , 51802, 54 day avg , 28475, 54 day avg , 12560, 54 day avg , 4388, 54 day avg , 2336, 54 day avg , 1003, 54 day avg , 711, 54 day avg , na, 0 day avg
2008.1 , 109662, 60 day avg , 92193, 61 day avg , 58954, 61 day avg , 37364, 61 day avg , 21507, 61 day avg , 13045, 61 day avg , 7955, 61 day avg , 5164, 61 day avg , 1943, 61 day avg , 709, 61 day avg , 437, 61 day avg , 480, 61 day avg , 192, 54 day avg , na, 0 day avg
2007.4 , 114245, 59 day avg , 129918, 62 day avg , 76514, 62 day avg , 45713, 62 day avg , 26891, 62 day avg , 10751, 62 day avg , 5933, 62 day avg , 3328, 62 day avg , 2112, 62 day avg , 1308, 62 day avg , 375, 62 day avg , 82, 60 day avg , 94, 17 day avg , na, 0 day avg
2007.3 , 111544, 60 day avg , 115943, 63 day avg , 101732, 63 day avg , 77505, 63 day avg , 45465, 63 day avg , 16934, 63 day avg , 5370, 63 day avg , 2433, 63 day avg , 1513, 63 day avg , 868, 63 day avg , 408, 63 day avg , 106, 63 day avg , 13, 53 day avg , na, 0 day avg
2007.2 , 141320, 59 day avg , 143083, 64 day avg , 118413, 64 day avg , 81129, 64 day avg , 43575, 64 day avg , 22591, 64 day avg , 9242, 64 day avg , 1667, 64 day avg , 1005, 64 day avg , 741, 64 day avg , 649, 64 day avg , 583, 64 day avg , 394, 58 day avg , na, 0 day avg
2007.1 , 98937, 58 day avg , 126170, 62 day avg , 89103, 62 day avg , 94444, 62 day avg , 56501, 62 day avg , 17754, 62 day avg , 6131, 62 day avg , 1674, 62 day avg , 851, 62 day avg , 684, 62 day avg , 439, 62 day avg , 151, 62 day avg , 10, 62 day avg , na, 0 day avg
2006.4 , 103515, 61 day avg , 109390, 62 day avg , 103532, 62 day avg , 58968, 62 day avg , 31935, 62 day avg , 7149, 62 day avg , 1785, 62 day avg , 1357, 62 day avg , 1081, 49 day avg , 781, 62 day avg , 295, 62 day avg , 147, 48 day avg , 321, 27 day avg , na, 0 day avg
2006.3 , 151909, 58 day avg , 135484, 63 day avg , 106245, 63 day avg , 80819, 63 day avg , 47832, 63 day avg , 19182, 63 day avg , 2945, 63 day avg , 461, 63 day avg , 337, 52 day avg , 76, 41 day avg , 87, 13 day avg , 229, 7 day avg , na, 0 day avg , na, 0 day avg
2006.2 , 125034, 60 day avg , 151474, 63 day avg , 112142, 63 day avg , 64225, 63 day avg , 32126, 63 day avg , 11271, 63 day avg , 2844, 63 day avg , 718, 63 day avg , 380, 63 day avg , 343, 63 day avg , 107, 63 day avg , 110, 42 day avg , 50, 20 day avg , na, 0 day avg
2006.1 , 119691, 59 day avg , 159828, 62 day avg , 107926, 62 day avg , 79869, 62 day avg , 44532, 62 day avg , 18017, 62 day avg , 5069, 62 day avg , 612, 62 day avg , 305, 62 day avg , 222, 62 day avg , 30, 62 day avg , 56, 34 day avg , 50, 16 day avg , na, 0 day avg
2005.4 , 111888, 58 day avg , 100885, 61 day avg , 99296, 61 day avg , 54959, 61 day avg , 18313, 61 day avg , 7595, 61 day avg , 2385, 61 day avg , 208, 61 day avg , 15, 61 day avg , 8, 61 day avg , 6, 61 day avg , 5, 61 day avg , 2, 41 day avg , na, 0 day avg
2005.3 , 113297, 61 day avg , 134568, 64 day avg , 92013, 64 day avg , 57797, 64 day avg , 16207, 64 day avg , 5561, 64 day avg , 1267, 64 day avg , 487, 64 day avg , 72, 57 day avg , 4, 37 day avg , 2, 36 day avg , 4, 35 day avg , 5, 22 day avg , na, 0 day avg
2005.2 , 101214, 63 day avg , 124491, 64 day avg , 116929, 64 day avg , 66349, 64 day avg , 21138, 64 day avg , 7367, 64 day avg , 2330, 64 day avg , 686, 64 day avg , 372, 64 day avg , 247, 37 day avg , 183, 4 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005.1 , 103926, 61 day avg , 109948, 61 day avg , 100362, 61 day avg , 68521, 61 day avg , 31510, 61 day avg , 13880, 61 day avg , 2899, 61 day avg , 413, 61 day avg , 150, 54 day avg , 56, 54 day avg , 26, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004.4 , 135181, 59 day avg , 140332, 62 day avg , 115983, 62 day avg , 58391, 62 day avg , 20596, 62 day avg , 4280, 62 day avg , 312, 62 day avg , 85, 62 day avg , 3, 56 day avg , 2, 21 day avg , 2, 1 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004.3 , 136384, 61 day avg , 131013, 64 day avg , 87617, 64 day avg , 72500, 64 day avg , 54857, 64 day avg , 23700, 64 day avg , 6202, 64 day avg , 968, 64 day avg , 105, 63 day avg , 27, 35 day avg , 4, 13 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004.2 , 80363, 59 day avg , 116415, 63 day avg , 126956, 63 day avg , 65590, 63 day avg , 34312, 63 day avg , 26743, 63 day avg , 15853, 63 day avg , 8228, 63 day avg , 1136, 63 day avg , 325, 59 day avg , 8, 12 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004.1 , 53348, 59 day avg , 68480, 62 day avg , 59610, 62 day avg , 53354, 62 day avg , 42435, 62 day avg , 22962, 62 day avg , 16544, 62 day avg , 9098, 62 day avg , 5364, 62 day avg , 1712, 58 day avg , 146, 50 day avg , na, 13 day avg , na, 0 day avg , na, 0 day avg
2003.4 , 43036, 60 day avg , 48676, 62 day avg , 52863, 62 day avg , 50018, 62 day avg , 49718, 62 day avg , 30119, 62 day avg , 18747, 62 day avg , 13770, 62 day avg , 5776, 62 day avg , 1571, 62 day avg , 214, 42 day avg , 30, 2 day avg , na, 0 day avg , na, 0 day avg
2003.3 , 88525, 64 day avg , 56370, 64 day avg , 42819, 64 day avg , 29744, 64 day avg , 27083, 64 day avg , 30385, 64 day avg , 19911, 64 day avg , 14534, 64 day avg , 11195, 64 day avg , 10129, 64 day avg , 5606, 64 day avg , 1076, 61 day avg , 6, 22 day avg , na, 0 day avg
2003.2 , 76531, 63 day avg , 100626, 63 day avg , 58683, 63 day avg , 27467, 63 day avg , 11681, 63 day avg , 7924, 63 day avg , 9708, 63 day avg , 5289, 63 day avg , 4462, 63 day avg , 762, 63 day avg , 596, 43 day avg , 737, 32 day avg , 83, 21 day avg , na, 0 day avg
2003.1 , 50568, 61 day avg , 58513, 61 day avg , 44058, 61 day avg , 33753, 61 day avg , 19251, 61 day avg , 10716, 61 day avg , 5771, 61 day avg , 4962, 61 day avg , 483, 61 day avg , 484, 61 day avg , 225, 40 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002.4 , 79048, 62 day avg , 62880, 62 day avg , 48312, 62 day avg , 26330, 62 day avg , 23989, 62 day avg , 9548, 62 day avg , 3451, 62 day avg , 813, 62 day avg , 50, 45 day avg , 370, 41 day avg , 584, 13 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002.3 , 47122, 64 day avg , 43005, 64 day avg , 37659, 64 day avg , 31177, 64 day avg , 14162, 64 day avg , 9495, 64 day avg , 2726, 64 day avg , 800, 64 day avg , 5, 61 day avg , na, 20 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002.2 , 47722, 64 day avg , 52888, 64 day avg , 49347, 64 day avg , 32659, 64 day avg , 8878, 64 day avg , 3545, 64 day avg , 1053, 64 day avg , 277, 64 day avg , 134, 64 day avg , 1, 51 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002.1 , 30473, 60 day avg , 54714, 60 day avg , 43110, 60 day avg , 35626, 60 day avg , 25887, 60 day avg , 7755, 60 day avg , 1381, 60 day avg , 17, 60 day avg , 0, 60 day avg , 61, 57 day avg , na, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001.4 , 32909, 62 day avg , 32941, 62 day avg , 36898, 62 day avg , 21405, 62 day avg , 20884, 62 day avg , 16326, 62 day avg , 6874, 62 day avg , 894, 62 day avg , 0, 47 day avg , na, 7 day avg , na, 1 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001.3 , 32004, 62 day avg , 38007, 62 day avg , 30777, 62 day avg , 26012, 62 day avg , 17062, 62 day avg , 7913, 62 day avg , 3651, 62 day avg , 2465, 62 day avg , 1120, 62 day avg , 58, 40 day avg , na, 1 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001.2 , 33050, 63 day avg , 27681, 63 day avg , 16594, 63 day avg , 8622, 63 day avg , 6579, 63 day avg , 3913, 63 day avg , 436, 63 day avg , 31, 45 day avg , 91, 43 day avg , 708, 21 day avg , 50, 17 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001.1 , 19116, 62 day avg , 23929, 62 day avg , 12609, 62 day avg , 5127, 62 day avg , 1627, 62 day avg , 484, 62 day avg , 23, 62 day avg , 0, 57 day avg , 0, 14 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2000.4 , 15742, 62 day avg , 16777, 62 day avg , 12920, 62 day avg , 4587, 62 day avg , 2136, 62 day avg , 375, 59 day avg , 306, 38 day avg , na, 17 day avg , na, 17 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2000.3 , 13740, 62 day avg , 13146, 63 day avg , 10513, 63 day avg , 6500, 63 day avg , 1691, 63 day avg , 632, 63 day avg , 121, 63 day avg , 123, 63 day avg , 3, 42 day avg , na, 18 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2000.2 , 15154, 62 day avg , 16730, 63 day avg , 8874, 63 day avg , 4600, 63 day avg , 1142, 63 day avg , 459, 63 day avg , 35, 63 day avg , 1, 63 day avg , 9, 63 day avg , 14, 42 day avg , 25, 2 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2000.1 , 8586, 63 day avg , 10278, 63 day avg , 6896, 63 day avg , 3057, 63 day avg , 1000, 63 day avg , 428, 63 day avg , 306, 63 day avg , 164, 41 day avg , 17, 21 day avg , 2, 18 day avg , 0, 18 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
1999.4 , 9633, 62 day avg , 9719, 62 day avg , 7513, 62 day avg , 3326, 62 day avg , 760, 62 day avg , 154, 62 day avg , 27, 48 day avg , 5, 28 day avg , 0, 6 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
1999.3 , 9479, 64 day avg , 11887, 64 day avg , 7917, 64 day avg , 3379, 64 day avg , 1958, 64 day avg , 810, 64 day avg , 615, 60 day avg , 7, 38 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
1999.2 , 5881, 64 day avg , 8564, 64 day avg , 4838, 64 day avg , 4389, 64 day avg , 1780, 64 day avg , 629, 64 day avg , 92, 64 day avg , 178, 64 day avg , 59, 59 day avg , 99, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
1999.1 , 5946, 61 day avg , 5697, 61 day avg , 3724, 61 day avg , 1925, 61 day avg , 1006, 61 day avg , 492, 61 day avg , 139, 61 day avg , 24, 61 day avg , 7, 61 day avg , 2, 61 day avg , 8, 61 day avg , 1, 38 day avg , na, 19 day avg , na, 0 day avg
1998.4 , 8600, 62 day avg , 8330, 62 day avg , 6611, 62 day avg , 3231, 62 day avg , 1254, 62 day avg , 458, 62 day avg , 92, 62 day avg , 33, 43 day avg , 0, 24 day avg , 1, 3 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
1998.3 , 5946, 64 day avg , 7903, 64 day avg , 5045, 64 day avg , 4271, 64 day avg , 2015, 64 day avg , 1129, 64 day avg , 572, 64 day avg , 124, 64 day avg , 18, 64 day avg , 9, 38 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
1998.2 , 7702, 11 day avg , 5955, 11 day avg , 8323, 11 day avg , 4340, 11 day avg , 3073, 11 day avg , 1101, 11 day avg , 835, 11 day avg , 495, 11 day avg , 37, 11 day avg , 5, 11 day avg , 2, 11 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
|