Members noted an information paper that examined the question of how market expectations of us dollar interest rates could be extracted from fed funds futures prices and eurodollar futures options prices 委員會成員審議了一份研究如何自聯(lián)邦基金期貨價格及歐洲美元期貨期權(quán)價格推斷市場對美元息率的預(yù)期的資料文件。
The fed funds futures provided the closest proxy for the fed funds target rate , while the eurodollar futures options prices were more informative in that they gave the whole distribution of future interest rates 聯(lián)邦基金期貨價格是最貼近聯(lián)邦基金目標(biāo)利率的指標(biāo),而歐洲美元期貨期權(quán)價格包含更多資料,能提供未來息率的整體分布情況。