--- type: "firecrawl-provider" description: "CME FedWatch market-implied FOMC rate probabilities (the QuikStrike tool embedded on cmegroup.com: current view and per-meeting daily probability history) and CME Group's public CmeWS market data JSON: delayed futures quotes, daily settlements, volume and open interest, contract specifications, product search, and CME Term SOFR / SOFR average rates." use_when: "CME FedWatch market-implied FOMC rate probabilities (the QuikStrike tool embedded on cmegroup.com: current view and per-meeting daily probability history) and CME Group's public CmeWS market data JSON: delayed futures quotes, daily settlements, volume and open interest, contract specifications, product search, and CME Term SOFR / SOFR average rates." categories: "Finance" capabilities: 8 credits_per_call: 5 --- # CME Group FedWatch and market data on Firecrawl Alexandria CME FedWatch market-implied FOMC rate probabilities (the QuikStrike tool embedded on cmegroup.com: current view and per-meeting daily probability history) and CME Group's public CmeWS market data JSON: delayed futures quotes, daily settlements, volume and open interest, contract specifications, product search, and CME Term SOFR / SOFR average rates. - Categories: Finance - Category index: [Finance category](https://firecrawl.dev/alexandria/agents/categories/finance) - Provider key: `cmegroup-com` - Access: Firecrawl credits - Cost: 5 credits per call ## More - [Human guide](https://firecrawl.dev/app/alexandria/cmegroup-com) - [OpenAPI spec](https://firecrawl.dev/alexandria/agents/providers/cmegroup-com/openapi.json) ## Capabilities - [Contract specs](https://firecrawl.dev/alexandria/agents/providers/cmegroup-com/fomc-rate-probabilities/contract_specs): Contract specifications for one CME product from CmeWS: codes (Globex, clearing, ClearPort), contract unit, price quotation, minimum price fluctuation, listed contracts, settlement method and procedures, trading hours and termination of trading, as plain text. - [Fedwatch meetings](https://firecrawl.dev/alexandria/agents/providers/cmegroup-com/fomc-rate-probabilities/fedwatch_meetings): CME FedWatch (QuikStrike) current view: the upcoming FOMC meeting tabs and, for the default (nearest) meeting, the 30 Day Fed Funds contract behind it, the ease / no change / hike probabilities and the target-rate probability table compared with one day, one week and one month earlier. Data is derived from prior settlements and updates once per trading day (data_as_of). Mints a QuikStrike session (two requests: entry page with the cmegroup.com referer, then the view). - [Fedwatch probability history](https://firecrawl.dev/alexandria/agents/providers/cmegroup-com/fomc-rate-probabilities/fedwatch_probability_history): Daily history of CME FedWatch target-rate probabilities for one FOMC meeting, from the QuikStrike MeetingExport CSV: one row per trading day since the contract was modelled, each with the probability of every target range FedWatch modelled that day; latest is the most recent row in the returned window. Optionally restricted to a from/to date window. A date that is not an FOMC meeting FedWatch tracks is not_found. - [Futures quotes](https://firecrawl.dev/alexandria/agents/providers/cmegroup-com/fomc-rate-probabilities/futures_quotes): Delayed (10 minute) quotes for every listed contract month of one CME futures product from the CmeWS quotes v2 JSON: last, change, prior settle, open/high/low, volume and expiration data per contract. Prices are kept as the strings CME publishes. - [Futures settlements](https://firecrawl.dev/alexandria/agents/providers/cmegroup-com/fomc-rate-probabilities/futures_settlements): Daily futures settlements for one CME product on one trade date from CmeWS: settle, open/high/low/last, change, volume and open interest per contract month plus the total row, and the list of trade dates CME currently offers. Without trade_date the latest available date is used (one extra request). - [Futures volume](https://firecrawl.dev/alexandria/agents/providers/cmegroup-com/fomc-rate-probabilities/futures_volume): Daily volume and open interest by contract month for one CME futures product on one trade date (CmeWS Volume Details, preliminary report): Globex, open outcry, ClearPort and block volume, deliveries, open interest at close and its change, with totals. Without trade_date the latest settlement date is used (one extra request). - [Product search](https://firecrawl.dev/alexandria/agents/providers/cmegroup-com/fomc-rate-probabilities/product_search): Search CME's product slate (futures, all venues) by name or code and get numeric product ids with Globex/clearing codes, group, exchange, volume and open interest, ranked by CME's rank; paged with page / page_size. - [Sofr rates](https://firecrawl.dev/alexandria/agents/providers/cmegroup-com/fomc-rate-probabilities/sofr_rates): CME Term SOFR reference rates (1M, 3M, 6M, 1Y fixings), 30/90/180-day SOFR averages and the SOFR index for recent business days, plus the latest SOFR swap and SOFR-Fed Funds basis curves, from cmegroup.com's sofr-strip-rates service. ## 1. Choose this provider when CME FedWatch market-implied FOMC rate probabilities (the QuikStrike tool embedded on cmegroup.com: current view and per-meeting daily probability history) and CME Group's public CmeWS market data JSON: delayed futures quotes, daily settlements, volume and open interest, contract specifications, product search, and CME Term SOFR / SOFR average rates. ## 2. Minimal request Call `POST https://api.firecrawl.dev/v2/scrape` with `{ alexandria: { provider, capability, options } }`. For a batch, send `{ alexandria: [...] }` with up to 10 calls. ```json { "provider": "cmegroup-com", "capability": "fomc-rate-probabilities/contract_specs", "options": { "product_id": 305 } } ``` ## 3. Add provider options Use only the options needed for the task: - `product_id` (number, required): CME numeric product id, e.g. 305 (30 Day Federal Funds, ZQ), 8462 (Three-Month SOFR, SR3), 8463 (One-Month SOFR, SR1). Discover it with product_search. Example: `10` ## 4. Request through your preferred interface ### JavaScript ```javascript const result = await firecrawl.scrape({ alexandria: { provider: "cmegroup-com", capability: "fomc-rate-probabilities/contract_specs", options: { product_id: 305, }, }, }); ``` ### Python ```python result = firecrawl.scrape_alexandria({ "provider": "cmegroup-com", "capability": "fomc-rate-probabilities/contract_specs", "options": { "product_id": 305 } }) ``` ### cURL ```sh curl https://api.firecrawl.dev/v2/scrape \ -H "Authorization: Bearer $FIRECRAWL_API_KEY" \ -H "Content-Type: application/json" \ -d '{ "alexandria": { "provider": "cmegroup-com", "capability": "fomc-rate-probabilities/contract_specs", "options": { "product_id": 305 } } }' ``` ### CLI ```sh firecrawl scrape 'cmegroup-com/fomc-rate-probabilities/contract_specs' \ --options '{"product_id":305}' ``` ### MCP Call the FCX MCP retrieve tool with this object: ```json { "provider": "cmegroup-com", "capability": "fomc-rate-probabilities/contract_specs", "options": { "product_id": 305 } } ``` Ask for only the returned fields needed by the task. ## 5. Full request shape ```json { "provider": "cmegroup-com", "capability": "fomc-rate-probabilities/contract_specs", "options": { "product_id": 305 } } ``` ## 6. Response data The response includes `success`, `provider`, `capability`, `creditsCost` and `data`. This example shows the provider payload in `data`: ```json { "codes": { "clearing": "41", "clearport": "41", "globex": "ZQ" }, "contract_unit": "$4,167 x Contract IMM Index", "guid": "UPREYPAUSDHX", "listed_contracts": [ { "label": "Default", "text": "Monthly contracts listed for 60 consecutive months" } ], "minimum_price_fluctuation": [ { "label": "Default", "text": "1/2 of one basis point (0.005) = $20.835 Beginning at 5:00 p.m. CT on the Sunday preceding the first business day of the spot month: 1/4 of one basis point (0.0025) = $10.4175" } ], "observed_at_ms": 1790908510938, "price_quotation": "Contract IMM Index = 100 minus R R = arithmetic average of daily effective federal funds rates during contract month. E.g., a price quote of 92.75 signifies an average daily rate of 7.25 percent per annum.", "product_group": "Interest Rate", "product_id": 305, "product_name": "30-Day Federal Fund Futures", "product_sub_group": "Stirs", "settlement_method": "Financially Settled", "settlement_procedures": "Expiring contracts are cash settled against the average daily Fed Funds overnight rate for the delivery month, rounded to the nearest one-tenth of one basis point. Final settlement occurs on the first business day following the last trading day. The daily Fed Funds overnight rate is calculated and reported by the Federal Reserve Bank of New York. Settlement Procedures", "source_url": "https://www.cmegroup.com/CmeWS/mvc/ContractSpecs/List/productId/305", "termination_of_trading": [ { "label": "Default", "text": "Trading terminates on the last business day of the contract month." } ], "trading_hours": [ { "label": "CME Globex", "text": "Sunday - Friday 6:00 p.m. - 5:00 p.m.ET (5:00 p.m. - 4:00 p.m. CT). Monday - Thursday 5:00 p.m. - 6:00 p.m. ET (4:00 p.m. - 5:00 p.m. CT) daily maintenance period." }, { "label": "CME ClearPort", "text": "Sunday 5:00 p.m. - Friday 5:45 p.m. CT with no reporting Monday - Thursday from 5:45 p.m. - 6:00 p.m. CT" } ], "underlying": null } ``` ## API reference-derived contract The following capability contract is generated from the same normalized Alexandria API reference exposed in the API spec. ### Contract specs - Capability: `fomc-rate-probabilities/contract_specs` - Description: Contract specifications for one CME product from CmeWS: codes (Globex, clearing, ClearPort), contract unit, price quotation, minimum price fluctuation, listed contracts, settlement method and procedures, trading hours and termination of trading, as plain text. - Instructions: Use to understand a product found with product_search before reading its quotes or settlements. - Cost: 5 credits per call - Capability file: [Contract specs](https://firecrawl.dev/alexandria/agents/providers/cmegroup-com/fomc-rate-probabilities/contract_specs) Accepted options: - `product_id` (number, required): CME numeric product id, e.g. 305 (30 Day Federal Funds, ZQ), 8462 (Three-Month SOFR, SR3), 8463 (One-Month SOFR, SR1). Discover it with product_search. Example: `10` Response schema example: ```json { "codes": { "clearing": "41", "clearport": "41", "globex": "ZQ" }, "contract_unit": "$4,167 x Contract IMM Index", "guid": "UPREYPAUSDHX", "listed_contracts": [ { "label": "Default", "text": "Monthly contracts listed for 60 consecutive months" } ], "minimum_price_fluctuation": [ { "label": "Default", "text": "1/2 of one basis point (0.005) = $20.835 Beginning at 5:00 p.m. CT on the Sunday preceding the first business day of the spot month: 1/4 of one basis point (0.0025) = $10.4175" } ], "observed_at_ms": 1790908510938, "price_quotation": "Contract IMM Index = 100 minus R R = arithmetic average of daily effective federal funds rates during contract month. E.g., a price quote of 92.75 signifies an average daily rate of 7.25 percent per annum.", "product_group": "Interest Rate", "product_id": 305, "product_name": "30-Day Federal Fund Futures", "product_sub_group": "Stirs", "settlement_method": "Financially Settled", "settlement_procedures": "Expiring contracts are cash settled against the average daily Fed Funds overnight rate for the delivery month, rounded to the nearest one-tenth of one basis point. Final settlement occurs on the first business day following the last trading day. The daily Fed Funds overnight rate is calculated and reported by the Federal Reserve Bank of New York. Settlement Procedures", "source_url": "https://www.cmegroup.com/CmeWS/mvc/ContractSpecs/List/productId/305", "termination_of_trading": [ { "label": "Default", "text": "Trading terminates on the last business day of the contract month." } ], "trading_hours": [ { "label": "CME Globex", "text": "Sunday - Friday 6:00 p.m. - 5:00 p.m.ET (5:00 p.m. - 4:00 p.m. CT). Monday - Thursday 5:00 p.m. - 6:00 p.m. ET (4:00 p.m. - 5:00 p.m. CT) daily maintenance period." }, { "label": "CME ClearPort", "text": "Sunday 5:00 p.m. - Friday 5:45 p.m. CT with no reporting Monday - Thursday from 5:45 p.m. - 6:00 p.m. CT" } ], "underlying": null } ``` ### Fedwatch meetings - Capability: `fomc-rate-probabilities/fedwatch_meetings` - Description: CME FedWatch (QuikStrike) current view: the upcoming FOMC meeting tabs and, for the default (nearest) meeting, the 30 Day Fed Funds contract behind it, the ease / no change / hike probabilities and the target-rate probability table compared with one day, one week and one month earlier. Data is derived from prior settlements and updates once per trading day (data_as_of). Mints a QuikStrike session (two requests: entry page with the cmegroup.com referer, then the view). - Instructions: Start here for market-implied probabilities of the next FOMC rate decision and the list of meeting dates to pass to fedwatch_probability_history. - Cost: 5 credits per call - Capability file: [Fedwatch meetings](https://firecrawl.dev/alexandria/agents/providers/cmegroup-com/fomc-rate-probabilities/fedwatch_meetings) Accepted options: Response schema example: ```json { "data_as_of": "1 Oct 2026 09:22:55 CT", "meetings": [ { "index": 0, "label": "28 Oct26", "meeting_date": "2026-10-28", "selected": true }, { "index": 1, "label": "9 Dec26", "meeting_date": "2026-12-09", "selected": false }, { "index": 2, "label": "27 Jan27", "meeting_date": "2027-01-27", "selected": false }, { "index": 3, "label": "17 Mar27", "meeting_date": "2027-03-17", "selected": false }, { "index": 4, "label": "28 Apr27", "meeting_date": "2027-04-28", "selected": false }, { "index": 5, "label": "9 Jun27", "meeting_date": "2027-06-09", "selected": false }, { "index": 6, "label": "28 Jul27", "meeting_date": "2027-07-28", "selected": false }, { "index": 7, "label": "15 Sep27", "meeting_date": "2027-09-15", "selected": false }, { "index": 8, "label": "27 Oct27", "meeting_date": "2027-10-27", "selected": false }, { "index": 9, "label": "8 Dec27", "meeting_date": "2027-12-08", "selected": false } ], "note": "1/1/2028 and forward are projected meeting dates", "observed_at_ms": 1790908465011, "selected_meeting": { "comparison_dates": { "one_day": "2026-09-30", "one_month": "2026-09-01", "one_week": "2026-09-24" }, "contract": "ZQV6", "current_target_range_bps": "375-400", "expires": "2026-10-30", "index": 0, "meeting_date": "2026-10-28", "mid_price": 96.1163, "prior_open_interest": 714879, "prior_volume": 107328, "probabilities_pct": { "ease": 0, "hike": 24.9, "no_change": 75.1 }, "target_rates": [ { "current": false, "now_pct": null, "one_day_pct": null, "one_month_pct": 0, "one_week_pct": null, "range_bps": "100-125" }, { "current": false, "now_pct": null, "one_day_pct": null, "one_month_pct": 0, "one_week_pct": null, "range_bps": "125-150" }, { "current": false, "now_pct": null, "one_day_pct": null, "one_month_pct": 0, "one_week_pct": null, "range_bps": "150-175" }, { "current": false, "now_pct": null, "one_day_pct": null, "one_month_pct": 0, "one_week_pct": null, "range_bps": "175-200" }, { "current": false, "now_pct": null, "one_day_pct": null, "one_month_pct": 0, "one_week_pct": null, "range_bps": "200-225" }, { "current": false, "now_pct": null, "one_day_pct": null, "one_month_pct": 0, "one_week_pct": null, "range_bps": "225-250" }, { "current": false, "now_pct": 0, "one_day_pct": 0, "one_month_pct": 0, "one_week_pct": 0, "range_bps": "250-275" }, { "current": false, "now_pct": 0, "one_day_pct": 0, "one_month_pct": 0, "one_week_pct": 0, "range_bps": "275-300" }, { "current": false, "now_pct": 0, "one_day_pct": 0, "one_month_pct": 0, "one_week_pct": 0, "range_bps": "300-325" }, { "current": false, "now_pct": 0, "one_day_pct": 0, "one_month_pct": 0, "one_week_pct": 0, "range_bps": "325-350" }, { "current": false, "now_pct": 0, "one_day_pct": 0, "one_month_pct": 23.3, "one_week_pct": 0, "range_bps": "350-375" }, { "current": true, "now_pct": 75.1, "one_day_pct": 62.4, "one_month_pct": 57.3, "one_week_pct": 31.4, "range_bps": "375-400" }, { "current": false, "now_pct": 24.9, "one_day_pct": 37.6, "one_month_pct": 19.3, "one_week_pct": 68.6, "range_bps": "400-425" }, { "current": false, "now_pct": 0, "one_day_pct": 0, "one_month_pct": 0, "one_week_pct": 0, "range_bps": "425-450" }, { "current": false, "now_pct": 0, "one_day_pct": 0, "one_month_pct": 0, "one_week_pct": 0, "range_bps": "450-475" }, { "current": false, "now_pct": 0, "one_day_pct": 0, "one_month_pct": 0, "one_week_pct": 0, "range_bps": "475-500" }, { "current": false, "now_pct": 0, "one_day_pct": 0, "one_month_pct": 0, "one_week_pct": 0, "range_bps": "500-525" }, { "current": false, "now_pct": null, "one_day_pct": null, "one_month_pct": 0, "one_week_pct": null, "range_bps": "525-550" }, { "current": false, "now_pct": null, "one_day_pct": null, "one_month_pct": 0, "one_week_pct": null, "range_bps": "550-575" }, { "current": false, "now_pct": null, "one_day_pct": null, "one_month_pct": 0, "one_week_pct": null, "range_bps": "575-600" }, { "current": false, "now_pct": null, "one_day_pct": null, "one_month_pct": 0, "one_week_pct": null, "range_bps": "600-625" } ] }, "source_url": "https://www.cmegroup.com/markets/interest-rates/cme-fedwatch-tool.html" } ``` ### Fedwatch probability history - Capability: `fomc-rate-probabilities/fedwatch_probability_history` - Description: Daily history of CME FedWatch target-rate probabilities for one FOMC meeting, from the QuikStrike MeetingExport CSV: one row per trading day since the contract was modelled, each with the probability of every target range FedWatch modelled that day; latest is the most recent row in the returned window. Optionally restricted to a from/to date window. A date that is not an FOMC meeting FedWatch tracks is not_found. - Instructions: Use for the probabilities of a specific meeting (take latest) or for how they evolved over time. Meeting dates come from fedwatch_meetings. - Cost: 5 credits per call - Capability file: [Fedwatch probability history](https://firecrawl.dev/alexandria/agents/providers/cmegroup-com/fomc-rate-probabilities/fedwatch_probability_history) Accepted options: - `from` (string): Inclusive first history date to return, YYYY-MM-DD. Pattern: ^[0-9]{4}-[0-9]{2}-[0-9]{2}$. Example: `` - `meeting_date` (string, required): FOMC meeting date, YYYY-MM-DD (e.g. 2026-12-09), one of the dates fedwatch_meetings lists. Pattern: ^[0-9]{4}-[0-9]{2}-[0-9]{2}$. Example: `` - `to` (string): Inclusive last history date to return, YYYY-MM-DD. Pattern: ^[0-9]{4}-[0-9]{2}-[0-9]{2}$. Example: `` Response schema example: ```json { "export_url": "https://cmegroup-tools.quikstrike.net/User/Export/FedWatch/MeetingExport.aspx?MeetingDate=20261209", "latest": { "date": "2026-09-25", "probabilities": [ { "probability": 0, "range_bps": "125-150" }, { "probability": 0, "range_bps": "150-175" }, { "probability": 0, "range_bps": "175-200" }, { "probability": 0, "range_bps": "200-225" }, { "probability": 0, "range_bps": "225-250" }, { "probability": 0, "range_bps": "250-275" }, { "probability": 0, "range_bps": "275-300" }, { "probability": 0, "range_bps": "300-325" }, { "probability": 0, "range_bps": "325-350" }, { "probability": 0, "range_bps": "350-375" }, { "probability": 0.073427, "range_bps": "375-400" }, { "probability": 0.416188, "range_bps": "400-425" }, { "probability": 0.510385, "range_bps": "425-450" }, { "probability": 0, "range_bps": "450-475" }, { "probability": 0, "range_bps": "475-500" }, { "probability": 0, "range_bps": "500-525" }, { "probability": 0, "range_bps": "525-550" }, { "probability": 0, "range_bps": "550-575" }, { "probability": 0, "range_bps": "575-600" }, { "probability": 0, "range_bps": "600-625" }, { "probability": 0, "range_bps": "625-650" } ] }, "meeting_date": "2026-12-09", "observed_at_ms": 1790908474597, "row_count": 5, "rows": [ { "date": "2026-09-21", "probabilities": [ { "probability": 0, "range_bps": "125-150" }, { "probability": 0, "range_bps": "150-175" }, { "probability": 0, "range_bps": "175-200" }, { "probability": 0, "range_bps": "200-225" }, { "probability": 0, "range_bps": "225-250" }, { "probability": 0, "range_bps": "250-275" }, { "probability": 0, "range_bps": "275-300" }, { "probability": 0, "range_bps": "300-325" }, { "probability": 0, "range_bps": "325-350" }, { "probability": 0, "range_bps": "350-375" }, { "probability": 0.099, "range_bps": "375-400" }, { "probability": 0.459619, "range_bps": "400-425" }, { "probability": 0.441381, "range_bps": "425-450" }, { "probability": 0, "range_bps": "450-475" }, { "probability": 0, "range_bps": "475-500" }, { "probability": 0, "range_bps": "500-525" }, { "probability": 0, "range_bps": "525-550" }, { "probability": 0, "range_bps": "550-575" }, { "probability": 0, "range_bps": "575-600" }, { "probability": 0, "range_bps": "600-625" }, { "probability": 0, "range_bps": "625-650" } ] }, { "date": "2026-09-22", "probabilities": [ { "probability": 0, "range_bps": "125-150" }, { "probability": 0, "range_bps": "150-175" }, { "probability": 0, "range_bps": "175-200" }, { "probability": 0, "range_bps": "200-225" }, { "probability": 0, "range_bps": "225-250" }, { "probability": 0, "range_bps": "250-275" }, { "probability": 0, "range_bps": "275-300" }, { "probability": 0, "range_bps": "300-325" }, { "probability": 0, "range_bps": "325-350" }, { "probability": 0, "range_bps": "350-375" }, { "probability": 0.105489, "range_bps": "375-400" }, { "probability": 0.471746, "range_bps": "400-425" }, { "probability": 0.422765, "range_bps": "425-450" }, { "probability": 0, "range_bps": "450-475" }, { "probability": 0, "range_bps": "475-500" }, { "probability": 0, "range_bps": "500-525" }, { "probability": 0, "range_bps": "525-550" }, { "probability": 0, "range_bps": "550-575" }, { "probability": 0, "range_bps": "575-600" }, { "probability": 0, "range_bps": "600-625" }, { "probability": 0, "range_bps": "625-650" } ] }, { "date": "2026-09-23", "probabilities": [ { "probability": 0, "range_bps": "125-150" }, { "probability": 0, "range_bps": "150-175" }, { "probability": 0, "range_bps": "175-200" }, { "probability": 0, "range_bps": "200-225" }, { "probability": 0, "range_bps": "225-250" }, { "probability": 0, "range_bps": "250-275" }, { "probability": 0, "range_bps": "275-300" }, { "probability": 0, "range_bps": "300-325" }, { "probability": 0, "range_bps": "325-350" }, { "probability": 0, "range_bps": "350-375" }, { "probability": 0.065625, "range_bps": "375-400" }, { "probability": 0.385363, "range_bps": "400-425" }, { "probability": 0.549012, "range_bps": "425-450" }, { "probability": 0, "range_bps": "450-475" }, { "probability": 0, "range_bps": "475-500" }, { "probability": 0, "range_bps": "500-525" }, { "probability": 0, "range_bps": "525-550" }, { "probability": 0, "range_bps": "550-575" }, { "probability": 0, "range_bps": "575-600" }, { "probability": 0, "range_bps": "600-625" }, { "probability": 0, "range_bps": "625-650" } ] }, { "date": "2026-09-24", "probabilities": [ { "probability": 0, "range_bps": "125-150" }, { "probability": 0, "range_bps": "150-175" }, { "probability": 0, "range_bps": "175-200" }, { "probability": 0, "range_bps": "200-225" }, { "probability": 0, "range_bps": "225-250" }, { "probability": 0, "range_bps": "250-275" }, { "probability": 0, "range_bps": "275-300" }, { "probability": 0, "range_bps": "300-325" }, { "probability": 0, "range_bps": "325-350" }, { "probability": 0, "range_bps": "350-375" }, { "probability": 0.06434, "range_bps": "375-400" }, { "probability": 0.390076, "range_bps": "400-425" }, { "probability": 0.545584, "range_bps": "425-450" }, { "probability": 0, "range_bps": "450-475" }, { "probability": 0, "range_bps": "475-500" }, { "probability": 0, "range_bps": "500-525" }, { "probability": 0, "range_bps": "525-550" }, { "probability": 0, "range_bps": "550-575" }, { "probability": 0, "range_bps": "575-600" }, { "probability": 0, "range_bps": "600-625" }, { "probability": 0, "range_bps": "625-650" } ] }, { "date": "2026-09-25", "probabilities": [ { "probability": 0, "range_bps": "125-150" }, { "probability": 0, "range_bps": "150-175" }, { "probability": 0, "range_bps": "175-200" }, { "probability": 0, "range_bps": "200-225" }, { "probability": 0, "range_bps": "225-250" }, { "probability": 0, "range_bps": "250-275" }, { "probability": 0, "range_bps": "275-300" }, { "probability": 0, "range_bps": "300-325" }, { "probability": 0, "range_bps": "325-350" }, { "probability": 0, "range_bps": "350-375" }, { "probability": 0.073427, "range_bps": "375-400" }, { "probability": 0.416188, "range_bps": "400-425" }, { "probability": 0.510385, "range_bps": "425-450" }, { "probability": 0, "range_bps": "450-475" }, { "probability": 0, "range_bps": "475-500" }, { "probability": 0, "range_bps": "500-525" }, { "probability": 0, "range_bps": "525-550" }, { "probability": 0, "range_bps": "550-575" }, { "probability": 0, "range_bps": "575-600" }, { "probability": 0, "range_bps": "600-625" }, { "probability": 0, "range_bps": "625-650" } ] } ], "source_url": "https://www.cmegroup.com/markets/interest-rates/cme-fedwatch-tool.html", "target_ranges_bps": [ "0-25", "25-50", "50-75", "75-100", "100-125", "125-150", "150-175", "175-200", "200-225", "225-250", "250-275", "275-300", "300-325", "325-350", "350-375", "375-400", "400-425", "425-450", "450-475", "475-500", "500-525", "525-550", "550-575", "575-600", "600-625", "625-650", "650-675", "675-700", "700-725", "725-750", "750-775", "775-800", "800-825", "825-850", "850-875", "875-900", "900-925", "925-950", "950-975", "975-1000", "1000-1025", "1025-1050", "1050-1075", "1075-1100", "1100-1125", "1125-1150", "1150-1175", "1175-1200", "1200-1225", "1225-1250", "1250-1275", "1275-1300", "1300-1325", "1325-1350", "1350-1375", "1375-1400", "1400-1425", "1425-1450", "1450-1475", "1475-1500", "1500-1525" ] } ``` ### Futures quotes - Capability: `fomc-rate-probabilities/futures_quotes` - Description: Delayed (10 minute) quotes for every listed contract month of one CME futures product from the CmeWS quotes v2 JSON: last, change, prior settle, open/high/low, volume and expiration data per contract. Prices are kept as the strings CME publishes. - Instructions: Use for the current futures strip behind FedWatch (product 305, 30 Day Fed Funds) or any other CME futures product id from product_search. - Cost: 5 credits per call - Capability file: [Futures quotes](https://firecrawl.dev/alexandria/agents/providers/cmegroup-com/fomc-rate-probabilities/futures_quotes) Accepted options: - `limit` (number): Return at most this many contracts, nearest expiration first (default: all). Example: `10` - `product_id` (number, required): CME numeric product id, e.g. 305 (30 Day Federal Funds, ZQ), 8462 (Three-Month SOFR, SR3), 8463 (One-Month SOFR, SR1). Discover it with product_search. Example: `10` Response schema example: ```json { "contract_count": 60, "contracts": [ { "change": "+0.0025", "close": null, "contract": "ZQV6", "expiration_code": "V6", "expiration_date": "2026-10-01", "expiration_month": "OCT 2026", "high": "96.1175", "is_front_month": false, "last": "96.1175", "last_trade_date": "2026-10-30T05:00:00Z", "low": "96.115", "md_key": "ZQV6-XCBT-G", "open": "96.1175", "percentage_change": "UNCH", "prior_settle": null, "updated": "2026-10-02T02:12:26.239Z", "volume": 13730 }, { "change": "-0.005", "close": null, "contract": "ZQX6", "expiration_code": "X6", "expiration_date": "2026-11-01", "expiration_month": "NOV 2026", "high": "96.055", "is_front_month": false, "last": "96.055", "last_trade_date": "2026-11-30T06:00:00Z", "low": "96.05", "md_key": "ZQX6-XCBT-G", "open": "96.05", "percentage_change": "-0.01%", "prior_settle": null, "updated": "2026-10-02T02:12:26.239Z", "volume": 2882 }, { "change": "-0.01", "close": null, "contract": "ZQZ6", "expiration_code": "Z6", "expiration_date": "2026-12-01", "expiration_month": "DEC 2026", "high": "95.925", "is_front_month": false, "last": "95.92", "last_trade_date": "2026-12-31T06:00:00Z", "low": "95.915", "md_key": "ZQZ6-XCBT-G", "open": "95.915", "percentage_change": "-0.01%", "prior_settle": null, "updated": "2026-10-02T02:11:46.024Z", "volume": 812 }, { "change": "-0.01", "close": null, "contract": "ZQF7", "expiration_code": "F7", "expiration_date": "2027-01-01", "expiration_month": "JAN 2027", "high": "95.855", "is_front_month": false, "last": "95.855", "last_trade_date": "2027-01-29T06:00:00Z", "low": "95.85", "md_key": "ZQF7-XCBT-G", "open": "95.85", "percentage_change": "-0.01%", "prior_settle": null, "updated": "2026-10-02T02:11:49.917Z", "volume": 1406 }, { "change": "-0.01", "close": null, "contract": "ZQG7", "expiration_code": "G7", "expiration_date": "2027-02-01", "expiration_month": "FEB 2027", "high": "95.775", "is_front_month": false, "last": "95.775", "last_trade_date": "2027-02-26T06:00:00Z", "low": "95.77", "md_key": "ZQG7-XCBT-G", "open": "95.77", "percentage_change": "-0.01%", "prior_settle": null, "updated": "2026-10-02T02:24:40.476Z", "volume": 1691 }, { "change": "-0.015", "close": null, "contract": "ZQH7", "expiration_code": "H7", "expiration_date": "2027-03-01", "expiration_month": "MAR 2027", "high": "95.70", "is_front_month": true, "last": "95.695", "last_trade_date": "2027-03-31T05:00:00Z", "low": "95.69", "md_key": "ZQH7-XCBT-G", "open": "95.69", "percentage_change": "-0.02%", "prior_settle": null, "updated": "2026-10-02T02:01:23.073Z", "volume": 429 } ], "exchange_code": "XCBT", "observed_at_ms": 1790908481931, "product_code": "ZQ", "product_id": 305, "product_name": "30 Day Federal Funds Futures", "quote_delay": "10 minutes", "quote_delayed": true, "trade_date": "02 Oct 2026", "url": "https://www.cmegroup.com/markets/interest-rates/stirs/30-day-federal-fund.html" } ``` ### Futures settlements - Capability: `fomc-rate-probabilities/futures_settlements` - Description: Daily futures settlements for one CME product on one trade date from CmeWS: settle, open/high/low/last, change, volume and open interest per contract month plus the total row, and the list of trade dates CME currently offers. Without trade_date the latest available date is used (one extra request). - Instructions: Use for official daily settlement prices of the Fed Funds or SOFR futures strip, or any CME futures product. - Cost: 5 credits per call - Capability file: [Futures settlements](https://firecrawl.dev/alexandria/agents/providers/cmegroup-com/fomc-rate-probabilities/futures_settlements) Accepted options: - `product_id` (number, required): CME numeric product id, e.g. 305 (30 Day Federal Funds, ZQ), 8462 (Three-Month SOFR, SR3), 8463 (One-Month SOFR, SR1). Discover it with product_search. Example: `10` - `trade_date` (string): Trade date YYYY-MM-DD; must be one of available_trade_dates (CME keeps roughly the last five sessions). Pattern: ^[0-9]{4}-[0-9]{2}-[0-9]{2}$. Example: `` Response schema example: ```json { "available_trade_dates": [ { "report_type": "Final", "trade_date": "2026-09-30" }, { "report_type": "Final", "trade_date": "2026-09-29" }, { "report_type": "Final", "trade_date": "2026-09-28" }, { "report_type": "Final", "trade_date": "2026-09-25" }, { "report_type": "Final", "trade_date": "2026-09-24" } ], "months": [ { "change": "-.0025", "high": "96.2550", "last": "96.2550", "low": "96.2525", "month": "SEP 26", "open": "96.2550", "open_interest": 325760, "settle": "96.2525", "settle_value": 96.2525, "volume": 14731 }, { "change": ".0000", "high": "96.1125", "last": "96.1100", "low": "96.1075", "month": "OCT 26", "open": "96.1100", "open_interest": 711796, "settle": "96.1100", "settle_value": 96.11, "volume": 107328 }, { "change": "+.0300", "high": "96.0400", "last": "96.0300", "low": "96.0000", "month": "NOV 26", "open": "96.0050", "open_interest": 437430, "settle": "96.0250", "settle_value": 96.025, "volume": 358572 }, { "change": "+.0300", "high": "95.8950", "last": "95.8850", "low": "95.8500", "month": "DEC 26", "open": "95.8600", "open_interest": 233053, "settle": "95.8750", "settle_value": 95.875, "volume": 39208 }, { "change": "+.0300", "high": "95.8250", "last": "95.8100", "low": "95.7700", "month": "JAN 27", "open": "95.7850", "open_interest": 385959, "settle": "95.8000", "settle_value": 95.8, "volume": 115675 }, { "change": "+.0350", "high": "95.7100", "last": "95.6900", "low": "95.6500", "month": "FEB 27", "open": "95.6650", "open_interest": 178273, "settle": "95.6850", "settle_value": 95.685, "volume": 56804 }, { "change": "+.0300", "high": "95.6250", "last": "95.6000", "low": "95.5600", "month": "MAR 27", "open": "95.5800", "open_interest": 52102, "settle": "95.5950", "settle_value": 95.595, "volume": 15932 }, { "change": "+.0300", "high": "95.5250", "last": "95.4950", "low": "95.4550", "month": "APR 27", "open": "95.4750", "open_interest": 98354, "settle": "95.4900", "settle_value": 95.49, "volume": 28874 }, { "change": "+.0200", "high": "95.4250", "last": "95.3850", "low": "95.3550A", "month": "MAY 27", "open": "95.3750", "open_interest": 71177, "settle": "95.3850", "settle_value": 95.385, "volume": 13378 }, { "change": "+.0150", "high": "95.3500", "last": "95.3050", "low": "95.2800", "month": "JUN 27", "open": "95.3000", "open_interest": 21531, "settle": "95.3050", "settle_value": 95.305, "volume": 5391 }, { "change": "+.0150", "high": "95.3150", "last": "95.2650", "low": "95.2450", "month": "JUL 27", "open": "95.2600", "open_interest": 30347, "settle": "95.2650", "settle_value": 95.265, "volume": 8573 }, { "change": "+.0100", "high": "95.2800", "last": "95.2200B", "low": "95.2100", "month": "AUG 27", "open": "95.2250", "open_interest": 19316, "settle": "95.2250", "settle_value": 95.225, "volume": 4212 }, { "change": "+.0050", "high": "95.2600", "last": "95.2000", "low": "95.1900", "month": "SEP 27", "open": "95.2100", "open_interest": 5727, "settle": "95.2050", "settle_value": 95.205, "volume": 1942 }, { "change": ".0000", "high": "95.2450", "last": "95.1750B", "low": "95.1750", "month": "OCT 27", "open": "95.2000", "open_interest": 4258, "settle": "95.1850", "settle_value": 95.185, "volume": 1502 }, { "change": "-.0050", "high": "95.2400", "last": "95.1900A", "low": "95.1700", "month": "NOV 27", "open": "95.2000", "open_interest": 2312, "settle": "95.1800", "settle_value": 95.18, "volume": 1047 }, { "change": "-.0050", "high": null, "last": "95.2550B", "low": null, "month": "DEC 27", "open": null, "open_interest": 250, "settle": "95.2000", "settle_value": 95.2, "volume": 1 }, { "change": "-.0150", "high": "95.2700B", "last": "95.1950B", "low": "95.1950", "month": "JAN 28", "open": "95.2250", "open_interest": 362, "settle": "95.1950", "settle_value": 95.195, "volume": 173 }, { "change": "-.0150", "high": null, "last": "95.2800B", "low": null, "month": "FEB 28", "open": null, "open_interest": 40, "settle": "95.2150", "settle_value": 95.215, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "MAR 28", "open": null, "open_interest": 0, "settle": "95.2300", "settle_value": 95.23, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "APR 28", "open": null, "open_interest": 0, "settle": "95.2950", "settle_value": 95.295, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "MAY 28", "open": null, "open_interest": 0, "settle": "95.2700", "settle_value": 95.27, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "JUN 28", "open": null, "open_interest": 0, "settle": "95.2500", "settle_value": 95.25, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "JUL 28", "open": null, "open_interest": 0, "settle": "95.2300", "settle_value": 95.23, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "AUG 28", "open": null, "open_interest": 0, "settle": "95.1500", "settle_value": 95.15, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "SEP 28", "open": null, "open_interest": 0, "settle": "95.1500", "settle_value": 95.15, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "OCT 28", "open": null, "open_interest": 0, "settle": "95.1450", "settle_value": 95.145, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "NOV 28", "open": null, "open_interest": 0, "settle": "95.1250", "settle_value": 95.125, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "DEC 28", "open": null, "open_interest": 0, "settle": "95.1050", "settle_value": 95.105, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "JAN 29", "open": null, "open_interest": 0, "settle": "95.0900", "settle_value": 95.09, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "FEB 29", "open": null, "open_interest": 0, "settle": "95.0750", "settle_value": 95.075, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "MAR 29", "open": null, "open_interest": 0, "settle": "95.0600", "settle_value": 95.06, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "APR 29", "open": null, "open_interest": 0, "settle": "95.0200", "settle_value": 95.02, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "MAY 29", "open": null, "open_interest": 0, "settle": "94.9950", "settle_value": 94.995, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "JUN 29", "open": null, "open_interest": 0, "settle": "94.9750", "settle_value": 94.975, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "JUL 29", "open": null, "open_interest": 0, "settle": "94.9550", "settle_value": 94.955, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "AUG 29", "open": null, "open_interest": 0, "settle": "94.8750", "settle_value": 94.875, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "SEP 29", "open": null, "open_interest": 0, "settle": "94.8750", "settle_value": 94.875, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "OCT 29", "open": null, "open_interest": 0, "settle": "94.8700", "settle_value": 94.87, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "NOV 29", "open": null, "open_interest": 0, "settle": "94.8500", "settle_value": 94.85, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "DEC 29", "open": null, "open_interest": 0, "settle": "94.8300", "settle_value": 94.83, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "JAN 30", "open": null, "open_interest": 0, "settle": "94.8150", "settle_value": 94.815, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "FEB 30", "open": null, "open_interest": 0, "settle": "94.8000", "settle_value": 94.8, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "MAR 30", "open": null, "open_interest": 0, "settle": "94.7850", "settle_value": 94.785, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "APR 30", "open": null, "open_interest": 0, "settle": "94.7450", "settle_value": 94.745, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "MAY 30", "open": null, "open_interest": 0, "settle": "94.7200", "settle_value": 94.72, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "JUN 30", "open": null, "open_interest": 0, "settle": "94.7000", "settle_value": 94.7, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "JUL 30", "open": null, "open_interest": 0, "settle": "94.6800", "settle_value": 94.68, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "AUG 30", "open": null, "open_interest": 0, "settle": "94.6000", "settle_value": 94.6, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "SEP 30", "open": null, "open_interest": 0, "settle": "94.6000", "settle_value": 94.6, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "OCT 30", "open": null, "open_interest": 0, "settle": "94.5950", "settle_value": 94.595, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "NOV 30", "open": null, "open_interest": 0, "settle": "94.5750", "settle_value": 94.575, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "DEC 30", "open": null, "open_interest": 0, "settle": "94.5550", "settle_value": 94.555, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "JAN 31", "open": null, "open_interest": 0, "settle": "94.5400", "settle_value": 94.54, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "FEB 31", "open": null, "open_interest": 0, "settle": "94.5250", "settle_value": 94.525, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "MAR 31", "open": null, "open_interest": 0, "settle": "94.5100", "settle_value": 94.51, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "APR 31", "open": null, "open_interest": 0, "settle": "94.4700", "settle_value": 94.47, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "MAY 31", "open": null, "open_interest": 0, "settle": "94.4450", "settle_value": 94.445, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "JUN 31", "open": null, "open_interest": 0, "settle": "94.4250", "settle_value": 94.425, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "JUL 31", "open": null, "open_interest": 0, "settle": "94.4050", "settle_value": 94.405, "volume": 0 }, { "change": "-.0150", "high": null, "last": null, "low": null, "month": "AUG 31", "open": null, "open_interest": 0, "settle": "94.3250", "settle_value": 94.325, "volume": 0 }, { "change": "0", "high": null, "last": null, "low": null, "month": "SEP 31", "open": null, "open_interest": 0, "settle": "94.3250", "settle_value": 94.325, "volume": 0 } ], "observed_at_ms": 1790908488633, "product_id": 305, "product_name": "30 Day Federal Funds Future", "report_type": "Final", "source_url": "https://www.cmegroup.com/CmeWS/mvc/Settlements/Futures/Settlements/305/FUT", "total": { "open_interest": 2578047, "volume": 773343 }, "trade_date": "2026-09-30", "update_time": "Wednesday, 30 Sep 2026 11:55 PM" } ``` ### Futures volume - Capability: `fomc-rate-probabilities/futures_volume` - Description: Daily volume and open interest by contract month for one CME futures product on one trade date (CmeWS Volume Details, preliminary report): Globex, open outcry, ClearPort and block volume, deliveries, open interest at close and its change, with totals. Without trade_date the latest settlement date is used (one extra request). - Instructions: Use for liquidity and positioning in the Fed Funds or SOFR futures contracts FedWatch is derived from. - Cost: 5 credits per call - Capability file: [Futures volume](https://firecrawl.dev/alexandria/agents/providers/cmegroup-com/fomc-rate-probabilities/futures_volume) Accepted options: - `product_id` (number, required): CME numeric product id, e.g. 305 (30 Day Federal Funds, ZQ), 8462 (Three-Month SOFR, SR3), 8463 (One-Month SOFR, SR1). Discover it with product_search. Example: `10` - `trade_date` (string): Trade date YYYY-MM-DD. Pattern: ^[0-9]{4}-[0-9]{2}-[0-9]{2}$. Example: `` Response schema example: ```json { "months": [ { "block_volume": 0, "clearport": 0, "deliveries": 0, "globex": 14731, "month": "SEP 2026", "open_interest_at_close": 334008, "open_interest_change": 8248, "open_outcry": 0, "total_volume": 14731 }, { "block_volume": 0, "clearport": 0, "deliveries": 0, "globex": 107328, "month": "OCT 2026", "open_interest_at_close": 714880, "open_interest_change": 3084, "open_outcry": 0, "total_volume": 107328 }, { "block_volume": 0, "clearport": 0, "deliveries": 0, "globex": 358572, "month": "NOV 2026", "open_interest_at_close": 475821, "open_interest_change": 38391, "open_outcry": 0, "total_volume": 358572 }, { "block_volume": 0, "clearport": 0, "deliveries": 0, "globex": 39208, "month": "DEC 2026", "open_interest_at_close": 233757, "open_interest_change": 704, "open_outcry": 0, "total_volume": 39208 }, { "block_volume": 6800, "clearport": 6800, "deliveries": 0, "globex": 115675, "month": "JAN 2027", "open_interest_at_close": 393328, "open_interest_change": 7369, "open_outcry": 0, "total_volume": 122475 }, { "block_volume": 0, "clearport": 0, "deliveries": 0, "globex": 56804, "month": "FEB 2027", "open_interest_at_close": 187390, "open_interest_change": 9117, "open_outcry": 0, "total_volume": 56804 }, { "block_volume": 0, "clearport": 0, "deliveries": 0, "globex": 15932, "month": "MAR 2027", "open_interest_at_close": 50376, "open_interest_change": -1726, "open_outcry": 0, "total_volume": 15932 }, { "block_volume": 0, "clearport": 0, "deliveries": 0, "globex": 28874, "month": "APR 2027", "open_interest_at_close": 97750, "open_interest_change": -604, "open_outcry": 0, "total_volume": 28874 }, { "block_volume": 0, "clearport": 0, "deliveries": 0, "globex": 13378, "month": "MAY 2027", "open_interest_at_close": 71212, "open_interest_change": 35, "open_outcry": 0, "total_volume": 13378 }, { "block_volume": 0, "clearport": 0, "deliveries": 0, "globex": 5391, "month": "JUN 2027", "open_interest_at_close": 22125, "open_interest_change": 594, "open_outcry": 0, "total_volume": 5391 }, { "block_volume": 0, "clearport": 0, "deliveries": 0, "globex": 8573, "month": "JUL 2027", "open_interest_at_close": 31601, "open_interest_change": 1254, "open_outcry": 0, "total_volume": 8573 }, { "block_volume": 0, "clearport": 0, "deliveries": 0, "globex": 4212, "month": "AUG 2027", "open_interest_at_close": 19632, "open_interest_change": 316, "open_outcry": 0, "total_volume": 4212 }, { "block_volume": 0, "clearport": 0, "deliveries": 0, "globex": 1942, "month": "SEP 2027", "open_interest_at_close": 6117, "open_interest_change": 390, "open_outcry": 0, "total_volume": 1942 }, { "block_volume": 0, "clearport": 0, "deliveries": 0, "globex": 1502, "month": "OCT 2027", "open_interest_at_close": 4780, "open_interest_change": 522, "open_outcry": 0, "total_volume": 1502 }, { "block_volume": 0, "clearport": 0, "deliveries": 0, "globex": 1047, "month": "NOV 2027", "open_interest_at_close": 2843, "open_interest_change": 531, "open_outcry": 0, "total_volume": 1047 }, { "block_volume": 0, "clearport": 0, "deliveries": 0, "globex": 1, "month": "DEC 2027", "open_interest_at_close": 250, "open_interest_change": 0, "open_outcry": 0, "total_volume": 1 }, { "block_volume": 0, "clearport": 0, "deliveries": 0, "globex": 173, "month": "JAN 2028", "open_interest_at_close": 495, "open_interest_change": 133, "open_outcry": 0, "total_volume": 173 }, { "block_volume": 0, "clearport": 0, "deliveries": 0, "globex": 0, "month": "FEB 2028", "open_interest_at_close": 40, "open_interest_change": 0, "open_outcry": 0, "total_volume": 0 } ], "observed_at_ms": 1790908495809, "product_id": 305, "source_url": "https://www.cmegroup.com/CmeWS/mvc/Volume/Details/F/305", "totals": { "block_volume": 6800, "clearport": 6800, "deliveries": 0, "globex": 773343, "month": "-", "open_interest_at_close": 2646405, "open_interest_change": 68358, "open_outcry": 0, "total_volume": 780143 }, "trade_date": "2026-09-30", "update_time": "2026-10-01T06:20:06.000Z" } ``` ### Product search - Capability: `fomc-rate-probabilities/product_search` - Description: Search CME's product slate (futures, all venues) by name or code and get numeric product ids with Globex/clearing codes, group, exchange, volume and open interest, ranked by CME's rank; paged with page / page_size. - Instructions: Start here to find the product_id for futures_quotes, futures_settlements, futures_volume and contract_specs. - Cost: 5 credits per call - Capability file: [Product search](https://firecrawl.dev/alexandria/agents/providers/cmegroup-com/fomc-rate-probabilities/product_search) Accepted options: - `page` (number): page Example: `1` - `page_size` (number): page_size Example: `20` - `query` (string, required): Name or code substring, e.g. 'fed funds', 'sofr', 'ZQ'. Example: `` Response schema example: ```json { "count": 20, "next_page": 2, "observed_at_ms": 1790908504083, "page": 1, "page_total": 91, "products": [ { "cleared_as": "Futures", "clearing_code": "FFV", "exchange": "CME", "globex_code": "FFV", "group": "Interest Rate", "name": "Fed Funds Variation Futures", "open_interest": 0, "product_id": 10743, "sub_group": "Stirs", "url": "https://www.cmegroup.com/markets/interest-rates/stirs/fed-funds-variation_contract_specifications.html", "venues": "Globex ClearPort", "volume": 0 }, { "cleared_as": "Futures", "clearing_code": "41", "exchange": "CBOT", "globex_code": "ZQ", "group": "Interest Rate", "name": "30 Day Federal Funds Futures", "open_interest": 2645696, "product_id": 305, "sub_group": "Stirs", "url": "https://www.cmegroup.com/markets/interest-rates/stirs/30-day-federal-fund_contract_specifications.html", "venues": "Globex ClearPort", "volume": 780143 }, { "cleared_as": "Futures", "clearing_code": "62", "exchange": "CME", "globex_code": "GF", "group": "Agriculture", "name": "Feeder Cattle Futures", "open_interest": 62455, "product_id": 34, "sub_group": "Livestock", "url": "https://www.cmegroup.com/markets/agriculture/livestock/feeder-cattle_contract_specifications.html", "venues": "Globex ClearPort", "volume": 24111 }, { "cleared_as": "Futures", "clearing_code": "GFT", "exchange": "CME", "globex_code": "GFT", "group": "Agriculture", "name": "Feeder Cattle TAS Futures", "open_interest": 0, "product_id": 7901, "sub_group": "Livestock", "url": "https://www.cmegroup.com/markets/agriculture/livestock/feeder-cattle_contract_specifications.html", "venues": "Globex ClearPort", "volume": 0 }, { "cleared_as": "Futures", "clearing_code": "BCH", "exchange": "COMEX", "globex_code": "BCH", "group": "Metals", "name": "Chicago No1 Busheling Ferrous Scrap (Fastmarkets) Futures", "open_interest": 2586, "product_id": 10900, "sub_group": "Ferrous", "url": "https://www.cmegroup.com/markets/metals/ferrous/chicago-no1-busheling-ferrous-scrap-fastmarkets_contract_specifications.html", "venues": "Globex ClearPort", "volume": 0 }, { "cleared_as": "Futures", "clearing_code": "2PP", "exchange": "NYMEX", "globex_code": "2PP", "group": "Energy", "name": "PJM FE Ohio Day-Ahead Peak Monthly 1 MW Futures", "open_interest": 0, "product_id": 11495, "sub_group": "Electricity", "url": "https://www.cmegroup.com/markets/energy/electricity/pjm-fe-ohio-day-ahead-peak-monthly-1-mw_contract_specifications.html", "venues": "Globex ClearPort", "volume": 0 }, { "cleared_as": "Futures", "clearing_code": "FSF", "exchange": "COMEX", "globex_code": "FSF", "group": "Metals", "name": "HMS 80/20 Ferrous Scrap, CFR Turkey (Platts TSI) Futures", "open_interest": 74, "product_id": 7037, "sub_group": "Ferrous", "url": "https://www.cmegroup.com/markets/metals/ferrous/hms-80-20-ferrous-scrap-cfr-turkey-platts-swap_contract_specifications.html", "venues": "Globex ClearPort", "volume": 0 }, { "cleared_as": "Futures", "clearing_code": "2PO", "exchange": "NYMEX", "globex_code": "2PO", "group": "Energy", "name": "PJM FE Ohio Day-Ahead Off-Peak Monthly 1 MW Futures", "open_interest": 0, "product_id": 11555, "sub_group": "Electricity", "url": "https://www.cmegroup.com/markets/energy/electricity/pjm-fe-ohio-day-ahead-off-peak-monthly-1-mw_contract_specifications.html", "venues": "Globex ClearPort", "volume": 0 }, { "cleared_as": "Futures", "clearing_code": "TIE", "exchange": "CME", "globex_code": "TIE", "group": "Interest Rate", "name": "Mexican Funding TIIE (Monthly Contracts) Futures", "open_interest": 0, "product_id": 9997, "sub_group": "Stirs", "url": "https://www.cmegroup.com/markets/interest-rates/stirs/mexican-monthly-f-tiie_contract_specifications.html", "venues": "Globex ClearPort", "volume": 0 }, { "cleared_as": "Futures", "clearing_code": "33", "exchange": "NYMEX", "globex_code": "A33", "group": "Energy", "name": "1% Fuel Oil Rdam (Platts) vs. 1% Fuel Oil NWE (Platts) Futures", "open_interest": 0, "product_id": 5350, "sub_group": "Refined Products", "url": "https://www.cmegroup.com/markets/energy/refined-products/1-fuel-oil-rdam-vs-1-fuel-oil-nwe-platts-swap-futures_contract_specifications.html", "venues": "Globex ClearPort", "volume": 0 }, { "cleared_as": "Futures", "clearing_code": "EL", "exchange": "NYMEX", "globex_code": "EL", "group": "Energy", "name": "Denatured Fuel Ethanol Futures", "open_interest": 0, "product_id": 10958, "sub_group": "Biofuels", "url": "https://www.cmegroup.com/markets/energy/biofuels/denatured-fuel-ethanol_contract_specifications.html", "venues": "Globex ClearPort", "volume": 3 }, { "cleared_as": "Futures", "clearing_code": "GE", "exchange": "NYMEX", "globex_code": "AGE", "group": "Energy", "name": "Gulf Coast Jet Fuel (Platts) Futures", "open_interest": 0, "product_id": 4783, "sub_group": "Refined Products", "url": "https://www.cmegroup.com/markets/energy/refined-products/gulf-coast-jet-fuel-platts-calendar-swap_contract_specifications.html", "venues": "Globex ClearPort", "volume": 0 }, { "cleared_as": "Futures", "clearing_code": "BUC", "exchange": "NYMEX", "globex_code": "BUC", "group": "Energy", "name": "NY Buckeye Jet Fuel (Platts) Futures", "open_interest": 0, "product_id": 7757, "sub_group": "Refined Products", "url": "https://www.cmegroup.com/markets/energy/refined-products/ny-buckeye-jet-fuel-platts_contract_specifications.html", "venues": "Globex ClearPort", "volume": 0 }, { "cleared_as": "Futures", "clearing_code": "NYF", "exchange": "NYMEX", "globex_code": "NYF", "group": "Energy", "name": "NY Fuel Oil 1.0% (Platts) vs. European 1% Fuel Oil Cargoes FOB NWE (Platts) Futures", "open_interest": 0, "product_id": 6565, "sub_group": "Refined Products", "url": "https://www.cmegroup.com/markets/energy/refined-products/new-york-fuel-oil-1pct-vs-european-1pct-fuel-oil-cargoes-fob-nwe-platts-swap-futures_contract_specifications.html", "venues": "Globex ClearPort", "volume": 0 }, { "cleared_as": "Futures", "clearing_code": "CMF", "exchange": "NYMEX", "globex_code": "CMF", "group": "Energy", "name": "3.5% Fuel Oil CIF Med (Platts) vs. 3.5% Fuel Oil FOB Med (Platts) Futures", "open_interest": 0, "product_id": 8333, "sub_group": "Refined Products", "url": "https://www.cmegroup.com/markets/energy/refined-products/35-fuel-oil-cif-med-platts-vs-35-fuel-oil-fob-med-platts_contract_specifications.html", "venues": "Globex ClearPort", "volume": 0 }, { "cleared_as": "Futures", "clearing_code": "S53", "exchange": "NYMEX", "globex_code": "S53", "group": "Energy", "name": "Singapore FOB Marine Fuel 0.5% (Platts) vs. Singapore 380 CST Fuel Oil (Platts) Futures", "open_interest": 0, "product_id": 8629, "sub_group": "Refined Products", "url": "https://www.cmegroup.com/markets/energy/refined-products/singapore-fob-marine-fuel-05-platts-vs-singapore-380-cst-fuel-oil-platts_contract_specifications.html", "venues": "Globex ClearPort", "volume": 0 }, { "cleared_as": "Futures", "clearing_code": "EBF", "exchange": "NYMEX", "globex_code": "EBE", "group": "Energy", "name": "1% Fuel Oil Barges FOB Rdam (Platts) vs. 1% Fuel Oil Cargoes FOB NWE (Platts) BALMO Futures", "open_interest": 0, "product_id": 1763, "sub_group": "Refined Products", "url": "https://www.cmegroup.com/markets/energy/refined-products/1pct-fuel-oil-barges-fob-rdam-vs-1pct-fuel-oil-platts-cargoes-fob-nwe-balmo-swap-futures_contract_specifications.html", "venues": "Globex ClearPort", "volume": 0 }, { "cleared_as": "Futures", "clearing_code": "FS", "exchange": "NYMEX", "globex_code": "FSS", "group": "Energy", "name": "1% Fuel Oil Cargoes FOB NWE (Platts) vs. 3.5% Fuel Oil Barges FOB Rdam (Platts) Futures", "open_interest": 0, "product_id": 4776, "sub_group": "Refined Products", "url": "https://www.cmegroup.com/markets/energy/refined-products/fuel-oil-diff-1pct-nwe-cargoes-vs-35pct-barges-swap_contract_specifications.html", "venues": "Globex ClearPort", "volume": 0 }, { "cleared_as": "Futures", "clearing_code": "CMB", "exchange": "NYMEX", "globex_code": "CMB", "group": "Energy", "name": "3.5% Fuel Oil CIF Med (Platts) vs. 3.5% Fuel Oil FOB Med (Platts) BALMO Futures", "open_interest": 0, "product_id": 8334, "sub_group": "Refined Products", "url": "https://www.cmegroup.com/markets/energy/refined-products/35-fo-cif-med-platts-vs-35-fo-fob-med-platts-balmo_contract_specifications.html", "venues": "Globex ClearPort", "volume": 0 }, { "cleared_as": "Futures", "clearing_code": "1X", "exchange": "NYMEX", "globex_code": "A1X", "group": "Energy", "name": "1% Fuel Oil Cargoes CIF NWE (Platts) Futures", "open_interest": 0, "product_id": 4551, "sub_group": "Refined Products", "url": "https://www.cmegroup.com/markets/energy/refined-products/1-percent-fuel-oil-platts-cargoes-cif-nwe-swap_contract_specifications.html", "venues": "Globex ClearPort", "volume": 0 } ], "query": "fed funds" } ``` ### Sofr rates - Capability: `fomc-rate-probabilities/sofr_rates` - Description: CME Term SOFR reference rates (1M, 3M, 6M, 1Y fixings), 30/90/180-day SOFR averages and the SOFR index for recent business days, plus the latest SOFR swap and SOFR-Fed Funds basis curves, from cmegroup.com's sofr-strip-rates service. - Instructions: Use for the SOFR benchmark levels alongside FedWatch probabilities. - Cost: 5 credits per call - Capability file: [Sofr rates](https://firecrawl.dev/alexandria/agents/providers/cmegroup-com/fomc-rate-probabilities/sofr_rates) Accepted options: Response schema example: ```json { "curve_sent_at": "2026-10-01 15:12:35", "curves": [ { "date": "2026-10-01", "sofr_fed_funds_basis": [ { "rate": -2.361, "term": "1Y" }, { "rate": -3.4516, "term": "2Y" }, { "rate": -4.1431, "term": "3Y" }, { "rate": -4.5338, "term": "5Y" }, { "rate": -4.84, "term": "10Y" }, { "rate": -5.0616, "term": "20Y" }, { "rate": -5.059, "term": "30Y" } ], "sofr_swap_rates": [ { "rate": 4.4432, "term": "1Y" }, { "rate": 4.6317, "term": "2Y" }, { "rate": 4.6798, "term": "3Y" }, { "rate": 4.7185, "term": "5Y" }, { "rate": 4.8474, "term": "10Y" }, { "rate": 5.0126, "term": "20Y" }, { "rate": 4.9458, "term": "30Y" } ] }, { "date": "2026-09-30", "sofr_fed_funds_basis": [ { "rate": -2.1563, "term": "1Y" }, { "rate": -3.2919, "term": "2Y" }, { "rate": -4.2802, "term": "3Y" }, { "rate": -4.6651, "term": "5Y" }, { "rate": -4.8431, "term": "10Y" }, { "rate": -5.064, "term": "20Y" }, { "rate": -5.061, "term": "30Y" } ], "sofr_swap_rates": [ { "rate": 4.5426, "term": "1Y" }, { "rate": 4.7443, "term": "2Y" }, { "rate": 4.793, "term": "3Y" }, { "rate": 4.8196, "term": "5Y" }, { "rate": 4.9279, "term": "10Y" }, { "rate": 5.0771, "term": "20Y" }, { "rate": 5.0008, "term": "30Y" } ] }, { "date": "2026-09-29", "sofr_fed_funds_basis": [ { "rate": -2.2986, "term": "1Y" }, { "rate": -3.534, "term": "2Y" }, { "rate": -4.2797, "term": "3Y" }, { "rate": -4.6652, "term": "5Y" }, { "rate": -4.9268, "term": "10Y" }, { "rate": -5.063, "term": "20Y" }, { "rate": -5.1441, "term": "30Y" } ], "sofr_swap_rates": [ { "rate": 4.5625, "term": "1Y" }, { "rate": 4.7467, "term": "2Y" }, { "rate": 4.7827, "term": "3Y" }, { "rate": 4.7957, "term": "5Y" }, { "rate": 4.8985, "term": "10Y" }, { "rate": 5.0404, "term": "20Y" }, { "rate": 4.9625, "term": "30Y" } ] }, { "date": "2026-09-28", "sofr_fed_funds_basis": [ { "rate": -2.3789, "term": "1Y" }, { "rate": -3.5018, "term": "2Y" }, { "rate": -4.32, "term": "3Y" }, { "rate": -4.6624, "term": "5Y" }, { "rate": -4.9246, "term": "10Y" }, { "rate": -5.0597, "term": "20Y" }, { "rate": -5.1409, "term": "30Y" } ], "sofr_swap_rates": [ { "rate": 4.6011, "term": "1Y" }, { "rate": 4.7788, "term": "2Y" }, { "rate": 4.8049, "term": "3Y" }, { "rate": 4.8029, 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