30 Day Federal Funds

Discussion in 'Financial Futures' started by Vortex, Jan 18, 2012.

  1. Vortex



    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!
  2. Thanks to the Fed policies its pretty much useless to trade the Fed funds :mad:
  3. Vortex


    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?

  4. 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.
  5. Vortex


    Thank you Martinghoul. :)
  6. Wheegojef


    Certainly. And I have faced it. We can communicate on this theme. Here or in PM.