New York (CNN) Friday was supposed to be payday -- but most of the 800,000 furloughed federal employees won't have a check to deposit this week.

Unemployment claims by furloughed federal workers skyrocketed more than 400% in the last week of December, according to the most recent figures from the Department of Labor. That release shows 4,760 federal employees applied for unemployment in the first week of the shutdown, which is now entering its record-breaking third week.

Furloughed federal employees are eligible for state unemployment and can file a claim the first week they are out of work. Many government contractors are eligible as well.

"I actually filed for unemployment on Monday," Stann Kaplan, an enforcement analyst with the Department of Housing and Urban Development, told CNN on Friday. "When I did file, they asked me why I didn't file sooner. I just said I was just kind of waiting to see whether we get paid or whether this shutdown will end."

Not every furloughed federal worker can claim unemployment. Employees who are deemed essential and are currently working without pay are not eligible.

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