30 Day Federal Funds Futures are traded on the Chicago Mercantile Exchange. Each contract is for Interest on Fed Funds having a face value of $5,000,000 for one month calculated on a 30-day basis at a rate equal to the average overnight Fed Funds rate for the contract month.. Prices are quoted in 100 minus the average daily Fed Funds overnight rate for the delivery month (e.g., a 7.25 percent rate equals 92.75)..
30 Day Federal Funds Futures contracts exist for the months of January (F), February (G), March (H), April (J), May (K), June (M), July (N), August (Q), September (U), October (V), November (X) and December (Z).
Click on any price shown on this page to see a time series of the underlying data, along with options for graphing, downloading and validating the data.
Historical commitment data (legacy format) is available from n.a. to n.a..
Historical continuous contract data is available from n.a. to n.a..
Quandl's explanatory page About Futures Contracts.