FOMC Meetings & Fed Policy Intelligence 🏦🇺🇸

FOMC Meetings & Fed Policy Intelligence is a comprehensive Federal Reserve quantitative intelligence Actor on Apify. It extracts official FOMC calendars, historical Federal Funds target rates, CME FedWatch market-implied rate cut/hike probabilities, official press statement paragraphs, decision-day multi-asset price reaction overlays, and Fed Net Liquidity balance sheet metrics (QT/QE).

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🌟 Key Features

1. Official FOMC Meeting Calendar & Status:

   • Detailed session schedule with start/end dates, SEP (Summary of Economic Projections / Dot Plot) indicators, and real-time days countdown (Closed, NEXT, Scheduled).

2. Historical Federal Funds Target Rates (FRED Integration):

   • Seamless tracking of upper target rate bounds (DFEDTARU), historical target rates (DFEDTAR), and effective rates (DFF).
   • Computes current rate, previous rate, last change date, and basis points delta (+/- bps).

3. CME FedWatch Implied Rate Probabilities:

   • Probabilities distribution for upcoming policy decisions: Pause/Hold, Cut 25 bps, Cut 50+ bps, and forward-priced interest rate path across all upcoming meetings.

4. Day-of-Decision (Wednesday) Asset Price Reaction Overlays:

   • Computes actual percentage returns on policy announcement days across equities (SPY), cryptocurrency (BTC-USD), safe-haven commodities (GC=F Gold), and benchmark bond yields (^TNX 10Y Treasury).

5. Official Statement & Minutes Document Scraping:

   • Scrapes official Federal Reserve press release statement URLs (HTML/PDF) and minutes (HTML/PDF), extracting clean text paragraphs.

6. Federal Reserve Net Liquidity & Balance Sheet Tracker (QT/QE):

   • Tracks Fed Total Assets (WALCL), Reverse Repo Agreements (WLRRAL), Treasury General Account (WDTGAL), and computes Net Fed Liquidity = WALCL - (WLRRAL + WDTGAL) with 30-day liquidity momentum.

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📥 Input Configuration

Parameter	Type	Default	Description
targetYear	integer	2026	Calendar year for FOMC schedule meetings (2020–2030).
includeHistoricalRates	boolean	true	Fetch Federal Funds Target and Effective rate history from FRED.
includeFedWatchProbabilities	boolean	true	Model CME FedWatch rate hike/cut probability distributions.
includeDecisionDayAssetOverlays	boolean	true	Compute exact day-of-decision price moves for benchmark assets.
assetsToAnalyze	array	["SPY", "BTC-USD", "GC=F", "^TNX"]	Tickers to analyze on decision days.
includeStatementTexts	boolean	true	Scrape clean paragraphs from recent Federal Reserve press releases.
includeFedLiquidityBalanceSheet	boolean	true	Track Fed balance sheet assets and Net Liquidity (QT/QE).

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📤 Output Schema

{
  "recordType": "FOMC_MEETING_SESSION",
  "year": 2026,
  "meetingDates": "Mar 17–18, 2026",
  "meetingStartDate": "2026-03-17",
  "meetingEndDate": "2026-03-18",
  "hasSepProjections": true,
  "status": "Closed",
  "daysRemaining": 0,
  "currentFedRate": 3.75,
  "lastChangeBps": -25.0,
  "lastChangeDate": "2026-04-29",
  "actionSummary": "Cut 25 bps (to 4.00%)",
  "impliedPauseProbPct": 64.2,
  "impliedCut25ProbPct": 31.8,
  "impliedCut50ProbPct": 4.0,
  "assetDecisionDayReturns": {
    "SPY": 1.25,
    "BTC-USD": 3.42,
    "GC=F": -0.45,
    "^TNX": -2.10
  },
  "statementHtml": "https://www.federalreserve.gov/newsevents/pressreleases/monetary20260318a.htm",
  "statementParagraphs": [
    "Recent indicators suggest that economic activity has continued to expand at a solid pace...",
    "The Committee decided to lower the target range for the federal funds rate by 25 basis points..."
  ],
  "fedNetLiquidity": {
    "totalAssetsBillions": 6850.2,
    "reverseRepoBillions": 240.5,
    "treasuryAccountBillions": 720.1,
    "netLiquidityBillions": 5889.6,
    "policyRegime": "Quantitative Tightening (QT)"
  }
}

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🚀 Local Run

$uv run --with apify --with pandas --with numpy --with yfinance --with requests --with beautifulsoup4 --with pytz --with python-dateutil python -m src.main