5 datasets found

  1. Interest Rate Futures Market Data & APIs - Fed Funds, U.S. Treasuries, SOFR,...

    • databento.com
    csv, dbn, json +1
    Updated Sep 6, 2024
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    Databento (2024). Interest Rate Futures Market Data & APIs - Fed Funds, U.S. Treasuries, SOFR, and more | Databento [Dataset]. https://databento.com/futures/interest-rate
    Explore at:
    json, dbn, parquet, csvAvailable download formats
    Dataset updated
    Sep 6, 2024
    Dataset provided by
    Databento Inc.
    Authors
    Databento
    Time period covered
    May 21, 2017 - Present
    Area covered
    North America
    Description

    Access CME futures and options data for interest rate markets, including U.S. Treasuries, SOFR, Federal Funds, ESTR, and more with Databento's APIs or web portal.

    Our continuous contract symbology is a notation that maps to an actual, tradable instrument on any given date. The prices returned are real, unadjusted prices. We do not create a synthetic time series by adjusting the prices to remove jumps during rollovers.

  2. United States Open Interest: CBOT: Financial Futures: 30 Day Fed Funds

    • ceicdata.com
    Updated Feb 15, 2025
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    CEICdata.com (2025). United States Open Interest: CBOT: Financial Futures: 30 Day Fed Funds [Dataset]. https://www.ceicdata.com/en/united-states/cbot-futures-open-interest/open-interest-cbot-financial-futures-30-day-fed-funds
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    Dataset updated
    Feb 15, 2025
    Dataset provided by
    CEIC Data
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    May 1, 2017 - Apr 1, 2018
    Area covered
    United States
    Variables measured
    Open Interest
    Description

    United States Open Interest: CBOT: Financial Futures: 30 Day Fed Funds data was reported at 2,051,535.000 Contract in Nov 2018. This records an increase from the previous number of 1,991,747.000 Contract for Oct 2018. United States Open Interest: CBOT: Financial Futures: 30 Day Fed Funds data is updated monthly, averaging 450,206.000 Contract from Jan 1996 (Median) to Nov 2018, with 275 observations. The data reached an all-time high of 2,484,498.000 Contract in Apr 2018 and a record low of 15,172.000 Contract in Nov 1996. United States Open Interest: CBOT: Financial Futures: 30 Day Fed Funds data remains active status in CEIC and is reported by CME Group. The data is categorized under Global Database’s United States – Table US.Z022: CBOT: Futures: Open Interest.

  3. United States Turnover: CBOT: Financial Futures: 30 Day Fed Funds

    • ceicdata.com
    Updated Mar 29, 2018
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    CEICdata.com (2018). United States Turnover: CBOT: Financial Futures: 30 Day Fed Funds [Dataset]. https://www.ceicdata.com/en/united-states/cbot-futures-turnover
    Explore at:
    Dataset updated
    Mar 29, 2018
    Dataset provided by
    CEIC Data
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    May 1, 2017 - Apr 1, 2018
    Area covered
    United States
    Variables measured
    Turnover
    Description

    Turnover: CBOT: Financial Futures: 30 Day Fed Funds data was reported at 6,409,267.000 Contract in Oct 2018. This records an increase from the previous number of 4,107,006.000 Contract for Sep 2018. Turnover: CBOT: Financial Futures: 30 Day Fed Funds data is updated monthly, averaging 450,446.000 Contract from Oct 1988 (Median) to Oct 2018, with 361 observations. The data reached an all-time high of 7,305,556.000 Contract in May 2018 and a record low of 3,367.000 Contract in Jun 1990. Turnover: CBOT: Financial Futures: 30 Day Fed Funds data remains active status in CEIC and is reported by CME Group. The data is categorized under Global Database’s United States – Table US.Z021: CBOT: Futures: Turnover.

  4. United States Turnover: Daily Avg: CBOT: Financial Futures: 30 Day Fed Funds...

    • ceicdata.com
    + more versions
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    CEICdata.com, United States Turnover: Daily Avg: CBOT: Financial Futures: 30 Day Fed Funds [Dataset]. https://www.ceicdata.com/en/united-states/cbot-futures-turnover/turnover-daily-avg-cbot-financial-futures-30-day-fed-funds
    Explore at:
    Dataset provided by
    CEIC Data
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    May 1, 2017 - Apr 1, 2018
    Area covered
    United States
    Variables measured
    Turnover
    Description

    United States Turnover: Daily Avg: CBOT: Financial Futures: 30 Day Fed Funds data was reported at 277,114.000 Contract in Jun 2018. This records a decrease from the previous number of 332,070.730 Contract for May 2018. United States Turnover: Daily Avg: CBOT: Financial Futures: 30 Day Fed Funds data is updated monthly, averaging 43,337.500 Contract from Jan 2001 (Median) to Jun 2018, with 210 observations. The data reached an all-time high of 371,278.740 Contract in Feb 2018 and a record low of 11,857.230 Contract in Apr 2013. United States Turnover: Daily Avg: CBOT: Financial Futures: 30 Day Fed Funds data remains active status in CEIC and is reported by CME Group. The data is categorized under Global Database’s USA – Table US.Z021: CBOT: Futures: Turnover.

  5. F

    Secured Overnight Financing Rate

    • fred.stlouisfed.org
    json
    Updated Jul 11, 2025
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    (2025). Secured Overnight Financing Rate [Dataset]. https://fred.stlouisfed.org/series/SOFR
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jul 11, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Description

    Graph and download economic data for Secured Overnight Financing Rate (SOFR) from 2018-04-03 to 2025-07-10 about financing, overnight, securities, rate, and USA.

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Databento (2024). Interest Rate Futures Market Data & APIs - Fed Funds, U.S. Treasuries, SOFR, and more | Databento [Dataset]. https://databento.com/futures/interest-rate
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Interest Rate Futures Market Data & APIs - Fed Funds, U.S. Treasuries, SOFR, and more | Databento

Real-time and historical interest rate futures prices, including CME federal funds futures

Explore at:
json, dbn, parquet, csvAvailable download formats
Dataset updated
Sep 6, 2024
Dataset provided by
Databento Inc.
Authors
Databento
Time period covered
May 21, 2017 - Present
Area covered
North America
Description

Access CME futures and options data for interest rate markets, including U.S. Treasuries, SOFR, Federal Funds, ESTR, and more with Databento's APIs or web portal.

Our continuous contract symbology is a notation that maps to an actual, tradable instrument on any given date. The prices returned are real, unadjusted prices. We do not create a synthetic time series by adjusting the prices to remove jumps during rollovers.

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