The 34-year old, who was recently honoured with a testimonial match, signed a one-year contract extension in May to keep him at the Premier League champions until the end of this campaign at least.
United will line-up against Chelsea in David Moyes' first home game in charge and Ferdinand believes that playing at the stadium dubbed the 'Theatre of Dreams' is something to be cherished.
"You look forward to playing every time you step out at Old Trafford," Ferdinand said.
"It is a special place to play. We all appreciate playing there in front of our home fans and we try to put on a show."
Ferdinand's side face Chelsea, Liverpool and Manchester City all within the space of a month, but the England international says it is beating the latter two which is the sweetest.
"The Liverpool and Manchester City games are usually hyped up a bit more than anyone else, so the feeling after winning one of those games is probably the biggest of the season," he said.