30 Day Federal Funds Futures (FF) Futures Settlements

Monday, October 30, 2017

Individual and continuous (last, first, open interest) contracts

ContractOpenHighLowLastChangeSettleVolumeOpen Interest
       Sum : 134941Sum : 2358053
FFROLLFIRST98.842598.84598.8498.8425+0.002598.842519686212466
FFROLLLAST98.847598.847598.84598.845 98.8452112231638
FFV201798.847598.847598.84598.845 98.8452112231638
FFX201798.842598.84598.8498.8425+0.002598.842519686212466
FFZ201798.72598.72598.72598.725 98.7255518111797
FFF201898.6398.63598.6398.635+0.00598.63518573344279
FFG201898.6298.62598.6298.625+0.00598.6255393113777
FFH201898.5998.5998.5998.59+0.00598.59292551044
FFJ201898.5298.5298.51598.52 98.51510958116410
FFK201898.50598.50598.598.505+0.00598.505504557248
FFM201898.46598.4798.4698.465+0.0198.465202031533
FFN201898.4398.43598.42598.435+0.01598.435442277955
FFQ201898.41598.4298.4198.42+0.01598.42192445933
FFROLLOPENINT98.6398.63598.6398.635+0.00598.63518573344279
FFU201898.4298.42598.41598.425+0.0198.4257124845
FFV201898.3698.36598.3598.365+0.01598.36365036150
FFX201898.34598.35598.3498.355+0.01598.35292718320
FFZ201898.3298.33598.31598.335+0.0298.33113816469
FFF201998.29598.29598.2898.295+0.02598.295654257836
FFG201998.2898.2998.27598.29+0.02598.28542213154
FFH201998.26598.2898.2698.28+0.02598.275912597
FFJ201998.23598.24598.22598.245+0.03598.2453383383
FFK201998.2298.2598.2298.25+0.03598.2491917
FFM201998.2298.2298.2298.22+0.03598.220171
FFN201998.298.298.298.2+0.03598.1952366
FFQ201998.1998.1998.1998.19+0.03598.19064
FFU201998.17598.17598.17598.175+0.0498.18085
FFV201998.16598.16598.16598.165+0.0598.165235
FFX201998.15598.15598.15598.155+0.05598.16050
FFZ201998.1498.1498.1498.14+0.05598.14061
FFF202098.11598.1298.11598.12+0.0798.12142485
FFG202098.1198.11598.1198.115+0.0798.11570106
FFH202098.10598.10598.10598.105+0.0898.105010
FFJ202098.0998.0998.0998.09+0.0898.092185
FFK202098.0998.0998.0998.09+0.0898.0950112
FFM202098.08598.08598.08598.085+0.0898.085020
FFN202098.06598.06598.06598.065+0.0898.07239
FFQ202098.06598.06598.06598.065+0.0898.0652120
FFU202097.9498.05597.9498.055+0.08598.06210
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30 Day Federal Funds Futures (FF) Information

Contract Size
$5 million

Tick Size
$20.835 per 1/2 of one basis point (1/2 of 1/100 of one percent of $5 million on a 30-day basis rounded up to the nearest cent).

Price Quote
100 minus the average daily fed funds overnight rate for the delivery month (e.g. a 7.25 percent rate equals 92.75)

Contract Months
First 24 calendar months
Last Trading Day
Last business day of the delivery month. Trading in expiring contracts closes at 2:00 pm, Chicago time on the last trading day.
Settlement
The contract is cash settled against the average daily fed funds overnight rate, rounded to the nearest one-tenth of one basis point, for the delivery month. The daily fed funds overnight rate is calculated and reported by the Federal Reserve Bank of New York.
Trading Hours
Open Auction: 7:20 am - 2:00 pm, Central Time, Monday - Friday
Electronic: 6:01 pm - 4:00 pm, Central Time, Sunday - Friday
Ticker Symbols
Open Auction: FF
Electronic: Z

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