Federal Funds Futures 3-Jul 3:00 PM  
FF Yield Yld Chg Price ET High Low Normal Sigma ST Vol   ED vs FF
FFM8 2.010 1.5 97.990 1:00:00 98.010 98.000 63 0.9 1.1   ED & Proxies
FFN8 2.010 0.0 97.990 14:29:23 97.995 97.985 50 0.2 2.9   FF's:  Probability
FFQ8 2.040 (1.5) 97.960 14:02:40 97.970 97.945 41 (0.0) 6.7   FOMC Schedule
FFU8 2.095 (1.5) 97.905 14:04:47 97.915 97.885 40 0.0 10.7
FFV8 2.175 (1.0) 97.825 14:04:47 97.845 97.810 41 0.1 14.9
FFX8 2.280 (2.0) 97.720 14:02:49 97.745 97.690 43 0.1 19.3
FFZ8 2.305 (2.5) 97.695 14:30:49 97.715 97.660 40 (0.1) 20.9
FFF9 2.350 (3.0) 97.650 14:30:49 97.665 97.630 35 (0.3) 23.0
FFG9            
FFH9                  
Federal Funds History 3-Jul 3-Jul
Issues 3-Jul Yld Chg 2-Jul 1-Jul 30-Jun 27-Jun 26-Jun High Low Avg
FFM8 2.010 1.5 1.995 2.001 1.995 2.000 2.000 2.025 1.985 2.000
FFN8 2.010 0.0 2.010 2.010 2.010 2.010 2.010 2.065 1.955 2.003
FFQ8 2.040 (1.5) 2.055 2.055 2.060 2.055 2.055 2.190 1.935 2.041
FFU8 2.095 (1.5) 2.110 2.115 2.130 2.120 2.130 2.340 1.935 2.094
FFV8 2.175 (1.0) 2.185 2.195 2.210 2.195 2.220 2.495 1.955 2.167
FFX8 2.280 (2.0) 2.300 2.310 2.330 2.315 2.340 2.645 2.000 2.265
FFZ8 2.305 (2.5) 2.330 2.355 2.375 2.350 2.380 2.720 2.030 2.320
FFF9 2.350 (3.0) 2.380 2.410 2.440 2.410 2.455 2.860 2.080 2.415
FFG9 2.485 (4.0) 2.525 2.570 2.600 2.570 2.625 3.055 2.215 2.591
FFH9 2.550 (4.0) 2.590 2.640 2.670 2.640 2.705 3.140 2.465 2.783
Eurodollars 3-Jul 3:00 PM
ED Yield Chg Price Time High Low Lo Yld Hi Yld To FF To 2Y To TU
GEU8 2.920 (1.0) 97.080 733624 97.105 97.050 2.895 2.950 82.5 39.5 (6.8)
GEZ8 3.130 (2.5) 96.870 733624 96.915 96.820 3.085 3.180 82.5 60.5 14.2
GEH9 3.235 (4.5) 96.765 733624 96.825 96.700 3.175 3.300 75.0 71.0 24.7
GEM9 3.440 (5.0) 96.560 733624 96.630 96.485 3.370 3.515 To FV 91.5 45.2
GEU9 3.705 (4.0) 96.295 733624 96.370 96.225 3.630 3.775 10.6 118.0 71.7
GEZ9 4.010 (2.0) 95.990 733624 96.065 95.930 3.935 4.070 41.1 Proxies Chg
GEH0 4.230 (0.5) 95.770 733624 95.845 95.715 4.155 4.285 63.1 2Y (5.6)
GEM0 4.415 0.0 95.585 733624 95.660 95.535 4.340 4.465 81.6 TU (4.3)
GEU0 4.820 2.0 95.180 733624 95.510 95.405 4.490 4.595 122.1 FV (3.1)