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

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

Fed Fund 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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