ST Alpha - "TIL about the CBOE Fed Funds Futures contracts, predictors of what the Fed will do with interest rates over the next year." (Reading a Post)

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TIL about the CBOE Fed Funds Futures contracts, predictors of what the Fed will do with interest rates over the next year.

Posted by St. Louis BaronHawks (aka BaronWasteland) Mar 8 '23, 06:39

Subtract the price from 100 to derive the predicted rate.

So the Mar contract at 95.305 predicts a Fed rate of 4.695% for March, comfortably between the current Fed benchmarks.

Financial nerdiness herein (www.cmegroup.com)

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TIL about the CBOE Fed Funds Futures contracts, predictors of what the Fed will do with interest rates over the next year.

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