Federal Funds Rate Predictions: Current

Note: We are unable to update the fed funds rate predictions at this time due to the unavailability of certain data. As soon as the data become available again, we will resume our updates.

April 23, 2013


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Technical note: October's chart was estimated with a futures restriction using the single meeting estimation technique. Settlement prices for the November fed funds futures contract and settlement prices for options on that futures contract were used to estimate these implied probabilities. For more detail, see the explanation of assumptions page or see the readme worksheet of this excel file. Included in the excel file are estimations using alternative assumptions and different sets of alternative target rates. Some of these alternative models are included in these downloadable slides.

Downloads

  • Data in Excel