A question regarding this futures: http://www.cmegroup.com/trading/interest-rates/stir/30-day-federal-fund.html
It says that settlement price = 100 - [average of effective federal fund rate for corresponding month].
So, here are the EFFR's: https://apps.newyorkfed.org/markets/autorates/fed%20funds They are, of cause, qouted for trading days only.
The question is: does "average of EFFRs for corresponding month" means average just for trading days or do they have some methodology to take Saturdays and Sundays into account? Couldn't find that on specs.