6 datasets found
  1. U

    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
    CEICdata.com
    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.

  2. 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
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    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.

  3. 30 Day Federal Funds Futures tick data (ZQ) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    Updated Jun 6, 2010
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    Databento (2010). 30 Day Federal Funds Futures tick data (ZQ) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/futures/ZQ
    Explore at:
    json, csv, dbnAvailable download formats
    Dataset updated
    Jun 6, 2010
    Dataset provided by
    Databento Inc.
    Authors
    Databento
    Time period covered
    Jun 6, 2010 - Present
    Description

    Browse 30 Day Federal Funds Futures (ZQ) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

    The CME Group Market Data Platform (MDP) 3.0 disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing. MDP 3.0 includes the introduction of Simple Binary Encoding (SBE) and Event Driven Messaging to the CME Group Market Data Platform. Simple Binary Encoding (SBE) is based on simple primitive encoding, and is optimized for low bandwidth, low latency, and direct data access. Since March 2017, MDP 3.0 has changed from providing aggregated depth at every price level (like CME's legacy FAST feed) to providing full granularity of every order event for every instrument's direct book. MDP 3.0 is the sole data feed for all instruments traded on CME Globex, including futures, options, spreads and combinations. Note: We classify exchange-traded spreads between futures outrights as futures, and option combinations as options.

    Origin: Directly captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

    Supported data encodings: DBN, CSV, JSON Learn more

    Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics Learn more

    Resolution: Immediate publication, nanosecond-resolution timestamps

  4. U

    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
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    Dataset updated
    Mar 29, 2018
    Dataset provided by
    CEICdata.com
    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.

  5. 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.

  6. F

    Secured Overnight Financing Rate

    • fred.stlouisfed.org
    json
    Updated Jun 30, 2025
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    (2025). Secured Overnight Financing Rate [Dataset]. https://fred.stlouisfed.org/series/SOFR
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jun 30, 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 2025-06-27 about financing, overnight, securities, rate, and USA.

  7. Not seeing a result you expected?
    Learn how you can add new datasets to our index.

Share
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Click to copy link
Link copied
Close
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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

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

Explore at:
Dataset updated
Feb 15, 2025
Dataset provided by
CEICdata.com
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.

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