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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
MAR 15 183 0 0 183 0 0 0 0 0 0 79,510 -38
APR 15 1,094 0 0 1,094 0 0 0 0 0 0 71,073 -607
MAY 15 3,596 200 0 3,796 0 0 0 0 0 0 110,181 113
JUN 15 5,903 0 0 5,903 0 0 0 0 0 0 64,619 1,927
JUL 15 15,315 0 0 15,315 0 0 0 0 0 0 121,665 5,248
AUG 15 13,700 400 0 14,100 0 0 0 0 0 0 82,588 2,797
SEP 15 3,839 0 0 3,839 0 0 0 0 0 0 39,740 -297
OCT 15 7,459 200 0 7,659 0 0 0 0 0 0 40,838 395
NOV 15 2,177 0 0 2,177 0 0 0 0 0 0 44,382 222
DEC 15 3,630 0 0 3,630 0 0 0 0 0 0 36,328 1,164
JAN 16 1,944 0 0 1,944 0 0 0 0 0 0 29,844 391
FEB 16 1,463 0 0 1,463 0 0 0 0 0 0 16,824 519
MAR 16 412 0 0 412 0 0 0 0 0 0 5,854 91
APR 16 509 0 0 509 0 0 0 0 0 0 7,385 -11
MAY 16 800 0 0 800 0 0 0 0 0 0 7,262 170
JUN 16 237 0 0 237 0 0 0 0 0 0 1,333 27
JUL 16 184 0 0 184 0 0 0 0 0 0 1,104 87
AUG 16 293 0 0 293 0 0 0 0 0 0 2,275 210
SEP 16 20 0 0 20 0 0 0 0 0 0 977 -3
OCT 16 143 0 0 143 0 0 0 0 0 0 1,369 121
NOV 16 191 0 0 191 0 0 0 0 0 0 438 53
DEC 16 9 0 0 9 0 0 0 0 0 0 2,042 0
JAN 17 0 0 0 0 0 0 0 0 0 0 146 0
FEB 17 0 0 0 0 0 0 0 0 0 0 57 0
MAR 17 0 0 0 0 0 0 0 0 0 0 45 0
APR 17 0 0 0 0 0 0 0 0 0 0 30 0
MAY 17 4 0 0 4 0 0 0 0 0 0 24 0
JUN 17 0 0 0 0 0 0 0 0 0 0 8 0
DEC 17 0 0 0 0 0 0 0 0 0 0 1 0
Totals 63,105 800 0 63,905 0 0 0 0 0 0 767,942 12,579

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