United States Open Interest: CBOT: Financial Futures: Interest Rate Swap: 10 Years data was reported at 0.000 Contract in May 2018. This stayed constant from the previous number of 0.000 Contract for Apr 2018. United States Open Interest: CBOT: Financial Futures: Interest Rate Swap: 10 Years data is updated monthly, averaging 13,704.000 Contract from Oct 2001 (Median) to May 2018, with 200 observations. The data reached an all-time high of 66,730.000 Contract in Aug 2007 and a record low of 0.000 Contract in May 2018. United States Open Interest: CBOT: Financial Futures: Interest Rate Swap: 10 Years 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.

This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

Financial Future with Stifel: Is SFB's Senior Note a Wise Investment?

Financial data:

• Historical daily stock prices (open, high, low, close, volume)

• Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

• Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

Machine learning features:

• Feature engineering based on financial data and technical indicators

• Sentiment analysis data from social media and news articles

• Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

Potential Applications:

• Stock price prediction

• Portfolio optimization

• Algorithmic trading

• Market sentiment analysis

• Risk management

Use Cases:

• Researchers investigating the effectiveness of machine learning in stock market prediction

• Analysts developing quantitative trading Buy/Sell strategies

• Individuals interested in building their own stock market prediction models

• Students learning about machine learning and financial applications

Additional Notes:

• The dataset may include different levels of granularity (e.g., daily, hourly)

• Data cleaning and preprocessing are essential before model training

• Regular updates are recommended to maintain the accuracy and relevance of the data

In 2023, 3-Month SOFR (Secured Overnight Financing Rate) futures had the highest trading volume of all exchange-traded interest rate derivatives in 2023, with 809 million contracts traded on the CME. 10-year Treasury Notes futures followed, with 498 million contracts traded on the same exchange.

Graph and download economic data for Future Prices Received; Percent Expecting Decreases for FRB - New York District (PRFDNA156MNFRBNY) from Sep 2004 to Jun 2025 about percent, services, and price.

Abstract This paper analyzes the adjustment of the covered interest rate parity equation between the Brazilian real and the US dollar. The objective is to evaluate the short-term response of the spot and future exchange rates to shocks in interest rate differential and country risk. The econometric research shows that the adjustment of the covered parity in Brazil occurs with the movement of the spot and future exchange rates in the same direction - an exchange appreciation due to the increase of the interest rate differential and exchange depreciation in the case of the increase of the country risk - but with a higher volatility of the spot exchange rate.

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.

This paper constructs daily measures of the real interest rate and expected inflation using commodity futures prices and the term structure of Treasury yields. We find that commodity futures markets respond to surprise increases in the federal funds rate target by raising the inflation rate expected over the next three to nine months. There is no evidence that the real interest rate responds to surprises in the federal funds target. The data from the commodity futures markets are highly volatile. We show that one can substantially reduce the noise using limited information estimators such as the median change. Nevertheless, the basket of commodities actually traded daily is quite narrow and we do not know whether our observable rates are closely connected to the unobservable inflation and real rates that affect economy-wide consumption and investment decisions.

Graph and download economic data for Future Prices Paid; Diffusion Index for FRB - New York District (PPFDINA066MNFRBNY) from Sep 2004 to Jun 2025 about diffusion, paid, services, indexes, and price.

This statistic shows the effects that increasing mortgage rates would have on home buying in the United States in 2018. During the survey, ** percent of respondents said they would slow down their search and wait for the rates to come back again.

The benchmark interest rate in the United States was last recorded at 4.50 percent. This dataset provides the latest reported value for - United States Fed Funds Rate - plus previous releases, historical high and low, short-term forecast and long-term prediction, economic calendar, survey consensus and news.

Mexico Turnover: Trade: Futures: Interest Rate: 10 Year Bond data was reported at 0.000 Unit in Mar 2019. This stayed constant from the previous number of 0.000 Unit for Feb 2019. Mexico Turnover: Trade: Futures: Interest Rate: 10 Year Bond data is updated monthly, averaging 126.000 Unit from Sep 2003 (Median) to Mar 2019, with 187 observations. The data reached an all-time high of 1,250.000 Unit in Jul 2008 and a record low of 0.000 Unit in Mar 2019. Mexico Turnover: Trade: Futures: Interest Rate: 10 Year Bond data remains active status in CEIC and is reported by Mexican Derivatives Exchange. The data is categorized under Global Database’s Mexico – Table MX.Z003: Futures: Turnover & Open Interest.

China Settlement Price: Shanghai Future Exchange: Zinc: 1st M data was reported at 22,830.000 RMB/Ton in Apr 2025. This records a decrease from the previous number of 24,090.000 RMB/Ton for Mar 2025. China Settlement Price: Shanghai Future Exchange: Zinc: 1st M data is updated monthly, averaging 18,742.500 RMB/Ton from Mar 2007 (Median) to Apr 2025, with 218 observations. The data reached an all-time high of 32,410.000 RMB/Ton in Apr 2007 and a record low of 9,305.000 RMB/Ton in Dec 2008. China Settlement Price: Shanghai Future Exchange: Zinc: 1st M data remains active status in CEIC and is reported by Shanghai Futures Exchange. The data is categorized under China Premium Database’s Financial Market – Table CN.ZB: Shanghai Futures Exchange: Commodity Futures: Settlement Price.

China Settlement Price: Shanghai Future Exchange: Gold: 5th Month data was reported at 785.840 RMB/g in Apr 2025. This records an increase from the previous number of 725.480 RMB/g for Mar 2025. China Settlement Price: Shanghai Future Exchange: Gold: 5th Month data is updated monthly, averaging 287.775 RMB/g from Jan 2008 (Median) to Apr 2025, with 208 observations. The data reached an all-time high of 785.840 RMB/g in Apr 2025 and a record low of 159.600 RMB/g in Oct 2008. China Settlement Price: Shanghai Future Exchange: Gold: 5th Month data remains active status in CEIC and is reported by Shanghai Futures Exchange. The data is categorized under China Premium Database’s Financial Market – Table CN.ZB: Shanghai Futures Exchange: Commodity Futures: Settlement Price.

Future Growth Rate of Orders; Percentage Reporting Decreases for Texas was 22.30% in May of 2025, according to the United States Federal Reserve. Historically, Future Growth Rate of Orders; Percentage Reporting Decreases for Texas reached a record high of 45.80 in March of 2020 and a record low of 1.80 in December of 2010. Trading Economics provides the current actual value, an historical data chart and related indicators for Future Growth Rate of Orders; Percentage Reporting Decreases for Texas - last updated from the United States Federal Reserve on July of 2025.

Future Prices Received; Diffusion for FRB - New York District was 35.90000 Index in June of 2025, according to the United States Federal Reserve. Historically, Future Prices Received; Diffusion for FRB - New York District reached a record high of 58.90000 in July of 2008 and a record low of -16.30000 in April of 2020. Trading Economics provides the current actual value, an historical data chart and related indicators for Future Prices Received; Diffusion for FRB - New York District - last updated from the United States Federal Reserve on July of 2025.

Future Prices Paid; Diffusion for FRB - New York District was 65.60000 Index in June of 2025, according to the United States Federal Reserve. Historically, Future Prices Paid; Diffusion for FRB - New York District reached a record high of 89.30000 in July of 2008 and a record low of 0.00000 in March of 2009. Trading Economics provides the current actual value, an historical data chart and related indicators for Future Prices Paid; Diffusion for FRB - New York District - last updated from the United States Federal Reserve on June of 2025.

Future Growth Rate of Orders; Percentage Reporting No Change for Texas was 44.60% in May of 2025, according to the United States Federal Reserve. Historically, Future Growth Rate of Orders; Percentage Reporting No Change for Texas reached a record high of 68.50 in March of 2023 and a record low of 30.00 in March of 2020. Trading Economics provides the current actual value, an historical data chart and related indicators for Future Growth Rate of Orders; Percentage Reporting No Change for Texas - last updated from the United States Federal Reserve on July of 2025.

Futures Trading Service Market Outlook

The global futures trading service market size was valued at USD 5.2 billion in 2023 and is projected to reach USD 10.8 billion by 2032, growing at a CAGR of 8.5% during the forecast period. The significant growth in market size can be attributed to increased trading activities, technological advancements in trading platforms, and rising interest from individual and institutional investors alike.

A major growth factor for the futures trading service market is the rising prevalence of advanced trading platforms and technologies. Technological advancements have made futures trading more accessible and efficient, enabling traders to execute complex strategies with greater ease. The integration of artificial intelligence and machine learning into trading algorithms has also enhanced decision-making processes, resulting in improved trading outcomes and increased market participation.

Another key driver is the increased participation of institutional investors. As financial markets become more interconnected, institutional investors are increasingly turning to futures trading to hedge against market volatility and optimize their portfolios. The availability of diverse asset classes within futures trading, including commodities, financials, and indices, provides these investors with a wide range of options to manage their risk exposure effectively.

Moreover, the growing interest among individual investors is fueling market expansion. The democratization of trading platforms has lowered entry barriers, allowing retail traders to participate in futures markets. Educational resources and advisory services provided by brokerage firms further support individual investors in navigating the complexities of futures trading, thereby contributing to market growth.

Commodity Services play a pivotal role in the futures trading market, offering a wide range of opportunities for both hedgers and speculators. These services encompass the trading of various commodities such as agricultural products, energy resources, and precious metals. The inherent volatility in commodity prices makes futures contracts an attractive tool for managing risk and securing price stability. As global demand for commodities continues to rise, driven by factors like population growth and industrialization, the importance of robust commodity services in futures trading becomes increasingly evident. These services not only facilitate efficient price discovery but also provide a platform for market participants to capitalize on price movements and achieve their financial objectives.

In terms of regional outlook, North America holds the largest market share due to the presence of major financial institutions and advanced trading infrastructure. The Asia Pacific region is expected to witness the highest growth rate, driven by increasing economic development, rising disposable incomes, and the expansion of financial markets in countries like China and India. Europe also shows significant potential, with well-established financial hubs such as London and Frankfurt contributing to market growth.

Service Type Analysis

The futures trading service market can be segmented by service type into brokerage services, trading platforms, advisory services, and others. Brokerage services dominate the market, providing essential intermediary functions that facilitate trading activities. These services are crucial for both individual and institutional investors, offering benefits such as access to diverse markets, real-time data, and personalized customer support. The competitive landscape among brokerage firms is intense, with key players continuously enhancing their offerings to attract and retain clients.

Trading platforms are another significant segment within the futures trading service market. These platforms offer a suite of tools and features that enable traders to execute trades, monitor market conditions, and analyze trends. The evolution of trading platforms from desktop-based applications to web-based and mobile solutions has made it easier for traders to engage with the market anytime and anywhere. Features such as automated trading, advanced charting, and customizable interfaces are driving the adoption of these platforms among traders.

Advisory services play a critical role in guiding investors through the complexities of futures trading. These services provide expert anal

Future Prices Paid; Percent Expecting Increases for New York was 59.60% in June of 2025, according to the United States Federal Reserve. Historically, Future Prices Paid; Percent Expecting Increases for New York reached a record high of 78.50 in March of 2022 and a record low of 10.10 in September of 2001. Trading Economics provides the current actual value, an historical data chart and related indicators for Future Prices Paid; Percent Expecting Increases for New York - last updated from the United States Federal Reserve on July of 2025.

This statistic depicts United Kingdom public perception towards expected changes in interest rates over the next 12 months, from May 2019. ** percent of respondents felt that interest rates would rise a little, while ** percent had no idea.