Our methodology uses data on three-month Eurodollar futures, options on three-month Eurodollar futures from the Chicago Mercantile Exchange (CME), three-month LIBOR/fed funds basis swap spreads expiring in 12 months, and the Treasury yield curve.Įstimates from the four-nearest quarterly expiring contracts are updated daily using the previous day's closing prices. This tool estimates the market-implied probabilities of various ranges for the three-month average fed funds rate. Southeastern Rental Affordability Tracker.Community Development at the Federal Reserve.Survey and Diary of Consumer Payment Choice.Center for Workforce and Economic Opportunity.Center for Quantitative Economic Research (CQER).Center for Financial Innovation and Stability (CenFIS).Advancing Careers for Low-Income Families.Research REIN New Orleans Request Information.Research REIN Nashville Request Information.Research REIN Miami Request Information.Research REIN Jacksonville Request Information.Research REIN Birmingham Request Information.Research REIN Atlanta Request Information.
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