CME FedWatch - CME Group

Stay up-to-date with the latest probabilities of FOMC rate moves as implied by Fed Funds futures prices

What Are Fed Funds Futures? How They're Traded and Settled

Fed funds futures are derivatives contracts that track the overnight fed funds interest rate.

30 Day Federal Funds Futures Overview - CME Group

Find information for 30 Day Federal Funds Overview provided by CME Group. View Overview

Federal funds rate

The prices of Option contracts on fed funds futures (traded on the Chicago Board of Trade) can be used to infer the market's expectations of future Fed policy changes. Based on CME Group 30...

Fed Rate Monitor Tool - Investing.com

4.50 - 4.75 : 95.6%, 4.75 - 5.00 : 4.4% ; Dec 18, 2024 · Jan 29, 2025 · Mar 12, 2025 · Apr 23, 2025 · Jun 04, 2025 · Jul 16, 2025

Sources of Variation in Holding Returns for Fed Funds Futures Contracts(WP 15736) | 국외연구자료

This paper relates predictable gains from positions in fed funds futures contracts to violations of the expectations hypothesis of the term structure of interest rates. Although evidence for predic...

United States Fed Funds Interest Rate

The benchmark interest rate in the United States was last recorded at 5 percent. This page provides the latest reported value for - United States Fed Funds Rate - plus previous releases, historical...

Fed Funds Futures in a Post ZIRP World - CME Group

As the FOMC returns to more active management of its key target rate, we analyze Fed Funds futures as a predictor of Fed policy.

Daily Changes in Fed Funds Futures Prices(WP 13112) | 국외연구자료

This paper explores the properties of daily changes in the prices for near-term fed funds futures contracts. The paper finds these contracts to be excellent predictors of the fed funds rate, and sh...

What Fed Funds Futures Tell Us About Monetary Policy Uncertainty - Bank of Canada

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