This report shows you how to calculate the difference between where the market is pricing the Fed funds rate and the corresponding contract value to where the Fed is placing the rate they set and the contract value
To start the video click on the image below
Click here For the market versus Fed expectation spreadsheet
Supporting links
1) FOMC meeting schedule, post meeting statements and press conferences
2) History of Federal Open Market Committee actions
3) The last tightening cycle 2004-2006 from 1.25% to 5.25%
4) What the Fed Funds rate is and how it’s set
5) Bloomberg interactive Fed Funds cash market chart
6) 1954-2014 Fed funds chart and historical data
If you’d like information for any market traded on the CME , Eurex or Euronext reply with your market(s) of interest,
Account minimum $10,000 USD or major currency equivalent
If you have any questions send a message or contact me
Regards,
Peter Knight
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