Alphacast

Summary of Daily Rates from the Board of Governors of the Federal Reserve System. The dataset includes variables such as Effective Federal Funds Rate, Rate on Excess Reserves, Secured Overnight Financing Rate, Federal Funds Targets, Overnight Bank Funding Rate among others

Market Reference Rates

The Board of Governors of the Federal Reserve System (FED) is the central bank of the United States. It is responsible for implementing monetary policy, maintaining price stability, and ensuring the proper functioning of the financial system in the country.

Board of Governors of the Federal Reserve System (FED)

Date

Effective Federal Funds Rate

Daily change in bps

S&P 500

S&P 500 +1m

S&P 500 +1m - Change

S&P 500 +6m

S&P 500 +6m - Change

S&P 500 +1y

S&P 500 +1y - Change

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Mariano Sanchez Moreno

Senior Economist at Alphacast. Former operations analyst. I’m keen on capital markets, finance and R.

EFF vs SPX across monetary regimes

Source datasets

Market Reference Rates

Alphacast /
Board of Governors of the Federal Reserve System (FED)

Source datasets

Market Reference Rates Alphacast / Board of Governors of the Federal Reserve System (FED)

Market Reference Rates

Alphacast /
Board of Governors of the Federal Reserve System (FED)