Questions tagged [fed]

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Question regarding the accuracy of CME FedWatch Tool

I just accessed the CME FedWatch Tool at 10:27am ET. It reported mid price of ZQZ2 as 95.8788 and a corresponding probability of 74.7% of 50bp hike at Dec FOMC meting (vs 75bp). For December, as this ...
Argyll's user avatar
  • 109
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Any idea where I can find every transcript of the FOMC over the years in text? [closed]

I am trying to scrape each FOMC meeting during the years however I am having trouble finding a repo of the fed that holds all the data. I finally ended up finding this :
minattosama's user avatar
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metric for measuring "the expectation of the tightness of monetary policy"

I am looking for a metric for measuring "the expectation of the tightness of monetary policy." I know this is a super vague concept. My ideal metric is something I can do a "spot price /...
Matt Frank's user avatar
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Number of Fed Rate hikes prices in

Could someone please explain to me how the calculation of the market expected FED rate hikes is done? Thank you.
Rodrigo 's user avatar
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2 answers

How does FED quantify inflation expectation?

As I understand the FED considers the employment and inflation expectation when defining the monetary policy. I wonder what is the quantitative indicator or traded instrument FED uses to derive this ...
Lopo's user avatar
  • 101
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Why can't central bank reserves ever leave the Fed's balance sheet?

I'm reading Joseph Wang's Central Banking 101 and there are two statements which seem to be contradictory to me, and I'm guessing there's an element of misunderstanding on my part which I'm looking to ...
quanty's user avatar
  • 419
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Fed fund market after QE

I read that before 2008, reserves of the banking system (vault cash and reserves at the Fed) fluctuated between \$40 billion and \$80 billion. However, as a result of quantitative easing, reserves ...
Xiaohuolong's user avatar
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Cross-checking Treasury's Major Foreign Holders Report

I was looking for bad things waiting to happen on the Ides of March, and the next Major Foreign Holders of Treasury Securities report came up as a candidate. It is due on March 15th, 2021. The report ...
Sergei Rodionov's user avatar
1 vote
1 answer

Banks' use of repo to finance operations

"Dealers typically use repo to fund both their cash Treasury positions and their lending to clients through Treasury reverse repos. Thus, the ability and willingness to engage in repo, which ...
Student's user avatar
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overnight index swaps OIS

I'm writing a paper where I am using expected federal funds rates at different horizons and wanted to use the OIS as a proxy for what the market expects the FFR to be post FOMC-meetings. However, I ...
qhand's user avatar
  • 1
3 votes
2 answers

FED rate cuts don't exist

I would just like to confirm my understanding of how the FED controls interest rates. In my view there's no such thing as changing an interest rate. Because rate/yield is just an effect of price ...
Ansjovis86's user avatar
1 vote
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How do Treasury bill/coupon settlements affect reserves?

Back in September when the repo market exploded, causes were attributed to corporate tax payments and T-bill settlements. Was hoping someone could help elaborate further on the mechanism as to how T-...
Zen'z's user avatar
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4 votes
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Overnight Index Swaps (OIS) vs. Fed Funds Futures

When calculating the probability of a certain target rate specified by the Fed at an FOMC release, I’ve generally read that it is typical to use Fed Funds Futures as proxies. I can find data on this ...
Mild_Thornberry's user avatar
2 votes
1 answer

Repo- A few questions [closed]

A few questions which could be related to each other, to help me gain familiarity with repo. These are accompanied with my guess. If anyone can explain in layman's terms (this is new to me). 1) I ...
DKK's user avatar
  • 250