Fed funds futures

E17374

Fed funds futures are exchange-traded derivatives that allow market participants to hedge or speculate on the future level of the U.S. federal funds interest rate.


Statements (49)

Predicate Object
instanceOf financial derivative
interest rate futures contract
category short-term interest rate futures
clearing central counterparty clearing
clearingHouse CME Group
surface form: CME Clearing
contractUnit one-month average of daily effective federal funds rate
countryOfOrigin United States of America
surface form: United States
denominationCurrency US dollar
surface form: United States dollar
introducedFor managing short-term U.S. interest rate exposure
marginRequirement exchange-determined performance bond
market CME Group
maturityRange monthly contracts
multiple years ahead on the short end of the yield curve
minimumPriceFluctuation 0.005 percentage points
0.25 basis points
participant asset managers
banks
corporate treasurers
hedge funds
proprietary trading firms
priceDeterminedBy expectations of Federal Open Market Committee decisions
priceInfluencedBy Federal Reserve communications
U.S. macroeconomic data releases
inflation expectations
pricingConvention 100 minus implied average federal funds rate
quotationUnit interest rate in percent
regulates Federal Reserve monetary policy expectations
regulatoryOversight U.S. Commodity Futures Trading Commission
relatedTo Eurodollar futures
SOFR futures
U.S. Treasury bill futures
risk basis risk versus actual effective federal funds rate
liquidity risk
market risk
riskFactor short-term U.S. money market rates
settlementMonth calendar month
settlementReference average effective federal funds rate for contract month
settlementType cash settled
tradedOn Chicago Mercantile Exchange
tradingHours nearly 24-hour electronic trading
tradingPlatform CME Group
surface form: CME Globex
typicalContractSize $5,000,000 notional per contract
underlyingInstrument U.S. federal funds target rate
effective federal funds rate
usedBy economists to extract implied probabilities of rate hikes
traders to position around FOMC meetings
usedFor hedging interest rate risk
inferring market-implied path of policy rates
speculating on future Federal Reserve policy

Referenced by (1)

Full triples — surface form annotated when it differs from this entity's canonical label.

Chicago Mercantile Exchange notableProduct Fed funds futures