Eurodollar Futures

MacroVar monitors the Eurodollar futures market to monitor market expectations for central bank monetary policy (rate hikes/cuts), financial markets and economic outlook.

Eurodollar futures are interest-rate financial futures contracts specific to the Eurodollar, which is a U.S. dollar deposit in commercial banks outside of the United States. Eurodollar plays a major role in the global financial markets. The interbank market for offshore dollars is very liquid, providing banks with the ability to fund dollar loans.

Eurodollar futures implied rates

idvarSep-21Dec-21Mar-22Jun-22Sep-22Dec-22Mar-23Jun-23Sep-23Dec-23Mar-24Jun-24
1Fed Funds Futures0.0950.0950.1100.1550.2250.3350.4550.5850.670.8000.8750.875

Eurodollar futures implied rates (1 week delta)

idvar21-Sep21-Dec22-Mar22-Jun22-Sep22-Dec23-Mar23-Jun23-Sep23-Dec24-Mar24-Jun
1Fed Funds Futures0.000-0.0050.0000.0050.0050.01500.0300.0500.0500.0500.0500.050

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