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Illya Gerasymchuk
Financial & Software Engineer

2Y US Bond is a good factor/signal of FED funds rate, but there's an even better one!

User Illya Gerasymchuk -

2025-04-14 10:58

2Y US Bond is a good factor/signal of FED funds rate, but there's an even better one!

CME's 30-day FED Funds futures is a derivative for this exact purpose. The market prices them according to the expectations of upcoming FED Funds Rates

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2Y US Bond is a good factor/signal of FED funds rate, but there's an even better one!
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