<p>I'm writing a paper where I am using expected federal funds rates at different horizons and wanted to use the OIS as a proxy for what the market expects the FFR to be post FOMC-meetings. However, I can't seem to find the data anywhere. Does anyone know where I can get these and if not, what else I can use as proxies about market expectations about the FFR?</p>

CC BY-SA 4.0
2020-12-04T20:25:20.077Z
See https://quant.stackexchange.com/questions/33463/is-there-any-public-data-to-get-ois-for-differal-time-1d-1w-1m-10y
Henry
CC BY-SA 4.0
2020-12-04T22:06:43.360Z
Probably not the correct stack exchange (see Henry’s link), but the only alternative is Fed Fund Futures. Since they are monthly averages, can’t pinpoint exact dates.
Brian Romanchuk
<interest-rate><finance><federal-reserve>
overnight index swaps OIS
qhand
# overnight index swaps OIS

(Asked by: username_0 on 2020-12-04)

I'm writing a paper where I am using expected federal funds rates at different horizons and wanted to use the OIS as a proxy for what the market expects the FFR to be post FOMC-meetings. However, I can't seem to find the data anywhere. Does anyone know where I can get these and if not, what else I can use as proxies about market expectations about the FFR?

**Tags:** interest-rate, finance, federal-reserve

> **Comments:**
> **username_1**: See https://quant.stackexchange.com/questions/33463/is-there-any-public-data-to-get-ois-for-differal-time-1d-1w-1m-10y  
> **username_2**: Probably not the correct stack exchange (see username_1’s link), but the only alternative is Fed Fund Futures. Since they are monthly averages, can’t pinpoint exact dates.  

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## 0 answers

