Observations

2026-07-01: 1.173

Updated: Jul 2, 2026 1:25 PM CDT

Units:

Percentage Points,

Not Seasonally Adjusted

Frequency:

Daily

Notes

Title	Release Dates

Kansas City Fed's Measure of Policy Rate Uncertainty (KCPRU)	2025-06-12	2026-07-02

Source

Federal Reserve Bank of Kansas City	2025-06-12	2026-07-02

Release

Kansas City Fed Policy Rate Uncertainty	2025-06-12	2026-07-02

Units

Percentage Points	2025-06-12	2026-07-02

Frequency

Daily	2025-06-12	2026-07-02

Seasonal Adjustment

Not Seasonally Adjusted	2025-06-12	2026-07-02

Notes

The Kansas City Fed's Measure of Policy Rate Uncertainty is a daily measure of market-based uncertainty regarding where short-term U.S. interest rates will be one year in the future. Prior to 2023, the KC PRU was calculated using options on Eurodollar futures, which settled based on the unsecured London Interbank Offered Rate (LIBOR). From 2023 onward, it is calculated using options on Secured Overnight Financing Rate (SOFR) futures. For questions on the data or methodology, please contact the data source (https://www.kansascityfed.org/data-and-trends/kansas-city-fed-policy-rate-uncertainty/).	2025-06-12	2026-07-02

Kansas City Fed's Measure of Policy Rate Uncertainty (KCPRU) (KCPRU)