Fed Funds Futures

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

Fed Fund futures implied rates

id var Sep-21 Dec-21 Mar-22 Jun-22 Sep-22 Dec-22 Mar-23 Jun-23 Sep-23 Dec-23 Mar-24 Jun-24
1 Fed Funds Futures 0.095 0.095 0.110 0.155 0.225 0.335 0.455 0.585 0.67 0.800 0.875 0.875

Fed Fund futures implied rates (1 week delta)

id var 21-Sep 21-Dec 22-Mar 22-Jun 22-Sep 22-Dec 23-Mar 23-Jun 23-Sep 23-Dec 24-Mar 24-Jun
1 Fed Funds Futures 0.000 -0.005 0.000 0.005 0.005 0.0150 0.030 0.050 0.050 0.050 0.050 0.050