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30 Day Federal Funds Volume

Month Volume Deliveries Open Interest
Venue Detail Trade Type Detail At Close Change
Globex Open Outcry PNT /
Clearport
Total Volume Block Trades EFP EFR EFS TAS
DEC 14 2,222 90 0 2,312 0 0 0 0 0 0 62,920 32
JAN 15 4,394 0 0 4,394 0 0 0 0 0 0 53,267 -315
FEB 15 6,096 0 0 6,096 0 0 0 0 0 0 63,255 -2,257
MAR 15 3,720 0 0 3,720 0 0 0 0 0 0 72,498 1,552
APR 15 19,955 0 0 19,955 0 0 0 0 0 0 73,156 -3,106
MAY 15 19,247 0 8,424 27,671 0 0 8,424 0 0 0 95,781 956
JUN 15 1,688 0 0 1,688 0 0 0 0 0 0 50,112 413
JUL 15 7,957 0 0 7,957 0 0 0 0 0 0 71,295 1,266
AUG 15 6,298 0 0 6,298 0 0 0 0 0 0 45,053 -1,252
SEP 15 1,985 0 0 1,985 0 0 0 0 0 0 19,226 -431
OCT 15 2,581 0 0 2,581 0 0 0 0 0 0 17,090 -562
NOV 15 2,667 0 0 2,667 0 0 0 0 0 0 32,946 -159
DEC 15 4,267 0 0 4,267 0 0 0 0 0 0 30,594 713
JAN 16 2,136 0 0 2,136 0 0 0 0 0 0 21,905 51
FEB 16 614 0 0 614 0 0 0 0 0 0 9,561 -107
MAR 16 261 0 0 261 0 0 0 0 0 0 3,230 -9
APR 16 234 0 0 234 0 0 0 0 0 0 5,487 -37
MAY 16 370 0 0 370 0 0 0 0 0 0 6,267 13
JUN 16 319 0 0 319 0 0 0 0 0 0 1,401 -155
JUL 16 110 0 0 110 0 0 0 0 0 0 666 -1
AUG 16 262 0 0 262 0 0 0 0 0 0 1,232 152
SEP 16 16 0 0 16 0 0 0 0 0 0 843 -5
OCT 16 2 0 0 2 0 0 0 0 0 0 152 0
NOV 16 5 0 0 5 0 0 0 0 0 0 250 0
DEC 16 1 0 0 1 0 0 0 0 0 0 1,303 1
JAN 17 0 0 0 0 0 0 0 0 0 0 3 0
FEB 17 1 0 0 1 0 0 0 0 0 0 6 1
TOTALS 87,408 90 8,424 95,922 0 0 8,424 0 0 0 739,499 -3,246

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