30 Day Federal Funds

V

Vortex

Hello!

I have been investigating to trade a basket of interest rate futures in the US, amongst others, Eurodollar Interest Rate, 10 Yr Treasury Notes, 5 Yr Treasury Notes, US Treasury Bonds and
2 Yr Treasury Notes.

However, it was suggested to me that 30 Day Federal Funds are also "actively traded and liquid". But when I looked at the volumes on the CME website, it appears that the volume is quite low.

Am I reading this correctly? Is there something I am missing?

Thanks for the help!
 
Thanks - but what do you mean? I thought it would be the most traded STIR after the Eurodollar Interest Rate?

What do you mean Fed policy? So I am reading it right, there is no more volume / liquidity in 30 Day Fed Funds?

Thanks!
:)
 
There's volume and liquidity in the FF futures mkt. It's just that there's a lot less to do, with the Fed on hold, which means that there's much less action. It's like trading Euroyen.
 
You must log in or register to reply here.
Back
Top