The federal funds rate is the interest rate for short-term loans between banks. Eight times a year, the Federal Reserve decides whether to raise or lower its target rate. Other loans are based on the funds rate, so a rate change has a ripple effect throughout the banking system. ...
The federal funds rate is closely related to short-term interest rates in the broader market, so these transactions directly impact eurodollar andSOFRrates as well.4The Federal Reserve announces the effective fed funds rate at the end of each trading day, which is the weighted average rate for...
SOFR与ED期货比较:SOFR期货与欧洲美元期货在机构特征上有区别,但两者在2018年至2023年中期期间的日内变化几乎完全相关。 转换日期建议:从2022年1月开始使用SOFR期货,考虑到监管变动和足够的交易量需求。 数据源:使用CME Datamie数据,结合联邦基金期货和FOMC公告前后欧洲美元或SOFR期货的价格变化。 结果与发现: 货币政策...