Fed funds futures contracts can be seen on the web site of
the Chicago Board of Trade, at www.cbot.com, by clicking on
30-day fed funds. (As of the end of 2006, the CBOT was planning
to merge with the Chicago Mercantile Exchange.) What you
see on this page of the CBOT site is the fed funds futures contracts
by month and their prices. Subtracting the price from 100
gives you the approximate level of the average fed funds rate that
is predicted for that month. There is more detail on fed funds
futures and how to read them at the web site of the Federal Reserve
Bank of Cleveland, at www.clevelandfed.org/research/policy/
fedfunds/faq.cfm.
the Chicago Board of Trade, at www.cbot.com, by clicking on
30-day fed funds. (As of the end of 2006, the CBOT was planning
to merge with the Chicago Mercantile Exchange.) What you
see on this page of the CBOT site is the fed funds futures contracts
by month and their prices. Subtracting the price from 100
gives you the approximate level of the average fed funds rate that
is predicted for that month. There is more detail on fed funds
futures and how to read them at the web site of the Federal Reserve
Bank of Cleveland, at www.clevelandfed.org/research/policy/
fedfunds/faq.cfm.
Комментариев нет:
Отправить комментарий