Federal Funds Futures 30-Dec 3:00 PM  
FF Yield Yld Chg Price ET High Low Normal Sigma ST Vol   ED vs FF
FFZ8 0.155 (0.3) 99.845 1:00:00 99.845 99.840 0 (0.7) 32.5   ED & Proxies
FFF9 0.155 (1.0) 99.845 1:00:00 99.850 99.825 0 (0.9) 32.6   FF's:  Probability
FFG9 0.175 (1.0) 99.825 1:00:00 99.840 99.800 0 (0.9) 32.8   FOMC Schedule
FFH9 0.205 (1.5) 99.795 1:00:00 99.805 99.780 0 (0.9) 33.5
FFJ9 0.230 (1.0) 99.770 1:00:00 99.785 99.760 0 (0.9) 34.5
FFK9 0.260 (0.5) 99.740 1:00:00 99.755 99.735 0 (0.9) 36.5
FFM9 0.290 0.0 99.710 1:00:00 99.730 99.705 0 (0.9) 36.8
FFN9 0.365 (0.5) 99.635 1:00:00 99.650 99.625 0 (0.9) 38.0
FFQ9            
FFU9                  
Federal Funds History 30-Dec 30-Dec
Issues 30-Dec Yld Chg 29-Dec 26-Dec 24-Dec 23-Dec 22-Dec High Low Avg
FFZ8 0.155 (0.3) 0.158 0.165 0.168 0.170 0.173 1.740 0.155 0.389
FFF9 0.155 (1.0) 0.165 0.190 0.200 0.200 0.195 1.750 0.155 0.433
FFG9 0.175 (1.0) 0.185 0.210 0.215 0.215 0.210 1.750 0.175 0.455
FFH9 0.205 (1.5) 0.220 0.250 0.250 0.250 0.240 1.805 0.200 0.499
FFJ9 0.230 (1.0) 0.240 0.270 0.265 0.265 0.265 1.880 0.230 0.545
FFK9 0.260 (0.5) 0.265 0.300 0.295 0.300 0.300 2.005 0.260 0.601
FFM9 0.290 0.0 0.290 0.335 0.330 0.335 0.335 2.055 0.290 0.627
FFN9 0.365 (0.5) 0.370 0.425 0.415 0.425 0.425 2.200 0.365 0.714
FFQ9 0.425 0.0 0.425 0.500 0.490 0.505 0.505 2.295 0.425 0.789
FFU9 0.480 1.5 0.465 0.565 0.555 0.570 0.575 0.825 0.465 0.616
Eurodollars 30-Dec 3:00 PM
ED Yield Chg Price Time High Low Lo Yld Hi Yld To FF To 2Y To TU
GEH9 1.095 (4.0) 98.905 0.04167 98.970 98.915 1.030 1.085 89.0 36.2 (30.2)
GEM9 1.215 (1.5) 98.785 0.04167 98.930 98.850 1.070 1.150 92.5 48.2 (18.2)
GEU9 1.370 (1.0) 98.630 0.04167 98.835 98.730 1.165 1.270 94.5 63.7 (2.7)
GEZ9 1.480 (2.0) 98.520 0.04167 98.700 98.575 1.300 1.425 To FV 74.7 8.3
GEH0 1.700 (2.5) 98.300 0.04167 98.580 98.455 1.420 1.545 (17.8) 96.7 30.3
GEM0 2.435 1.0 97.565 0.04167 98.355 98.240 1.645 1.760 55.7 Proxies Chg
GEU0 2.530 1.0 97.470 0.04167 98.160 98.040 1.840 1.960 65.2 2Y (4.7)
GEZ0 2.550 1.0 97.450 0.04167 97.960 97.840 2.040 2.160 67.2 TU (3.8)
GEH1 2.590 1.5 97.410 0.04167 97.845 97.715 2.155 2.285 71.2 FV 3.7