Market versus Fed expectations for the Fed funds rate

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,

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Peter Knight


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Asset Investment Management

Family Office, Advisors