United States Open Interest: CBOT: Financial Futures: 30 Day Fed Funds data was reported at 2,051,535.000 Contract in Nov 2018. This records an increase from the previous number of 1,991,747.000 Contract for Oct 2018. United States Open Interest: CBOT: Financial Futures: 30 Day Fed Funds data is updated monthly, averaging 450,206.000 Contract from Jan 1996 (Median) to Nov 2018, with 275 observations. The data reached an all-time high of 2,484,498.000 Contract in Apr 2018 and a record low of 15,172.000 Contract in Nov 1996. United States Open Interest: CBOT: Financial Futures: 30 Day Fed Funds data remains active status in CEIC and is reported by CME Group. The data is categorized under Global Database’s United States – Table US.Z022: CBOT: Futures: Open Interest.

The benchmark interest rate in the United States was last recorded at 4.50 percent. This dataset provides the latest reported value for - United States Fed Funds Rate - plus previous releases, historical high and low, short-term forecast and long-term prediction, economic calendar, survey consensus and news.

Graph and download economic data for FOMC Summary of Economic Projections for the Fed Funds Rate, Range, Low (FEDTARRL) from 2025 to 2027 about projection, federal, rate, and USA.

Turnover: CBOT: Financial Futures: 30 Day Fed Funds data was reported at 6,409,267.000 Contract in Oct 2018. This records an increase from the previous number of 4,107,006.000 Contract for Sep 2018. Turnover: CBOT: Financial Futures: 30 Day Fed Funds data is updated monthly, averaging 450,446.000 Contract from Oct 1988 (Median) to Oct 2018, with 361 observations. The data reached an all-time high of 7,305,556.000 Contract in May 2018 and a record low of 3,367.000 Contract in Jun 1990. Turnover: CBOT: Financial Futures: 30 Day Fed Funds data remains active status in CEIC and is reported by CME Group. The data is categorized under Global Database’s United States – Table US.Z021: CBOT: Futures: Turnover.

Graph and download economic data for 3-Month Treasury Constant Maturity Minus Federal Funds Rate (T3MFF) from 1982-01-04 to 2025-07-31 about yield curve, spread, 3-month, maturity, Treasury, federal, interest rate, interest, rate, and USA.

Download Historical Federal Funds (Globex) Futures Data. CQG daily, 1 minute, tick, and level 1 data from 1899.

United States Turnover: Daily Avg: CBOT: Financial Futures: 30 Day Fed Funds data was reported at 277,114.000 Contract in Jun 2018. This records a decrease from the previous number of 332,070.730 Contract for May 2018. United States Turnover: Daily Avg: CBOT: Financial Futures: 30 Day Fed Funds data is updated monthly, averaging 43,337.500 Contract from Jan 2001 (Median) to Jun 2018, with 210 observations. The data reached an all-time high of 371,278.740 Contract in Feb 2018 and a record low of 11,857.230 Contract in Apr 2013. United States Turnover: Daily Avg: CBOT: Financial Futures: 30 Day Fed Funds data remains active status in CEIC and is reported by CME Group. The data is categorized under Global Database’s USA – Table US.Z021: CBOT: Futures: Turnover.

Dataset Description

This dataset contains the actual and predicted federal funds target rate for the United States from 1990 to 2023. The federal funds target rate is the interest rate at which depository institutions lend their excess reserves to each other overnight. It is set by the Federal Open Market Committee (FOMC) and is a key tool used by the Federal Reserve to influence the economy.

The dataset includes the following five columns:

Release Date: The date on which the data was released by the Federal Reserve. Time: The time of day at which the data was released. Actual: The actual federal funds target rate. Predicted: The predicted federal funds target rate. Forecast: The forecast federal funds target rate.

Data Usage

This dataset can be used for a variety of purposes, including: - Analyzing trends in the federal funds target rate over time. - Forecasting the future path of the federal funds target rate. - Assessing the effectiveness of monetary policy. - Data Quality

The data for this dataset is of high quality. The Federal Reserve is a reputable source of data and the data is updated regularly.

Data Limitations

The data for this dataset is limited to the United States. Additionally, the data does not include information on the factors that influenced the Federal Open Market Committee's decision to set the federal funds target rate.

This paper constructs daily measures of the real interest rate and expected inflation using commodity futures prices and the term structure of Treasury yields. We find that commodity futures markets respond to surprise increases in the federal funds rate target by raising the inflation rate expected over the next three to nine months. There is no evidence that the real interest rate responds to surprises in the federal funds target. The data from the commodity futures markets are highly volatile. We show that one can substantially reduce the noise using limited information estimators such as the median change. Nevertheless, the basket of commodities actually traded daily is quite narrow and we do not know whether our observable rates are closely connected to the unobservable inflation and real rates that affect economy-wide consumption and investment decisions.

Policy interest rates in the U.S. and Europe are forecasted to decrease gradually between 2024 and 2027, following exceptional increases triggered by soaring inflation between 2021 and 2023. The U.S. federal funds rate stood at **** percent at the end of 2023, the European Central Bank deposit rate at **** percent, and the Swiss National Bank policy rate at **** percent. With inflationary pressures stabilizing, policy interest rates are forecast to decrease in each observed region. The U.S. federal funds rate is expected to decrease to *** percent, the ECB refi rate to **** percent, the Bank of England bank rate to **** percent, and the Swiss National Bank policy rate to **** percent by 2025. An interesting aspect to note is the impact of these interest rate changes on various economic factors such as growth, employment, and inflation. The impact of central bank policy rates The U.S. federal funds effective rate, crucial in determining the interest rate paid by depository institutions, experienced drastic changes in response to the COVID-19 pandemic. The subsequent slight changes in the effective rate reflected the efforts to stimulate the economy and manage economic factors such as inflation. Such fluctuations in the federal funds rate have had a significant impact on the overall economy. The European Central Bank's decision to cut its fixed interest rate in June 2024 for the first time since 2016 marked a significant shift in attitude towards economic conditions. The reasons behind the fluctuations in the ECB's interest rate reflect its mandate to ensure price stability and manage inflation, shedding light on the complex interplay between interest rates and economic factors. Inflation and real interest rates The relationship between inflation and interest rates is critical in understanding the actions of central banks. Central banks' efforts to manage inflation through interest rate adjustments reveal the intricate balance between economic growth and inflation. Additionally, the concept of real interest rates, adjusted for inflation, provides valuable insights into the impact of inflation on the economy.

Daily sample data for Federal Funds (All Sessions) FFA timestamped in Chicago time

Tick (trades only) sample data for Federal Funds (Globex) ZQE timestamped in Chicago time

Graph and download economic data for 1-Year Treasury Constant Maturity Minus Federal Funds Rate (T1YFF) from 1962-01-02 to 2025-07-31 about yield curve, 1-year, spread, maturity, Treasury, federal, interest rate, interest, rate, and USA.

Tick (Bids | Asks | Trades | Settle) sample data for Federal Funds (Globex) ZQE timestamped in Chicago time

Extensive and dependable pricing information spanning the entire range of financial markets. Encompassing worldwide coverage from stock exchanges, trading platforms, indicative contributed prices, assessed valuations, expert third-party sources, and our enhanced data offerings. User-friendly request-response, bulk access, and tailored desktop interfaces to meet nearly any organizational or application data need. Worldwide, real-time, delayed streaming, intraday updates, and meticulously curated end-of-day pricing information.

开放利益：CBOT：金融期货：30天联邦基金在11-01-2018达2,051,535.000合约，相较于10-01-2018的1,991,747.000合约有所增长。开放利益：CBOT：金融期货：30天联邦基金数据按月更新，01-01-1996至11-01-2018期间平均值为450,206.000合约，共275份观测结果。该数据的历史最高值出现于04-01-2018，达2,484,498.000合约，而历史最低值则出现于11-01-1996，为15,172.000合约。CEIC提供的开放利益：CBOT：金融期货：30天联邦基金数据处于定期更新的状态，数据来源于CME Group，数据归类于全球数据库的美国 – 表 US.Z022：CBOT：期货：开放利益。

The benchmark interest rate in Canada was last recorded at 2.75 percent. This dataset provides - Canada Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

The benchmark interest rate In the Euro Area was last recorded at 2.15 percent. This dataset provides - Euro Area Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

成交量：日平均：CBOT：金融期货：30天联邦基金在06-01-2018达277,114.000合约，相较于05-01-2018的332,070.730合约有所下降。成交量：日平均：CBOT：金融期货：30天联邦基金数据按月更新，01-01-2001至06-01-2018期间平均值为43,337.500合约，共210份观测结果。该数据的历史最高值出现于02-01-2018，达371,278.740合约，而历史最低值则出现于04-01-2013，为11,857.230合约。CEIC提供的成交量：日平均：CBOT：金融期货：30天联邦基金数据处于定期更新的状态，数据来源于CME Group，数据归类于Global Database的美国 – 表 US.Z021：CBOT：期货：成交量。

The benchmark interest rate in the United Kingdom was last recorded at 4.25 percent. This dataset provides - United Kingdom Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.