Questions tagged [fed]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
0
votes
0answers
18 views

Federal Funds Futures for monetary policy surprise measurement

How one uses Federal Funds Futures for monetary policy surprise measurement. What assumptions does one need to make? Is the calculation using OIS the same?
1
vote
0answers
44 views

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-...
2
votes
1answer
140 views

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 ...
2
votes
1answer
145 views

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 ...