- Useful tool from CME showing (almost) live odds of Fed rate hikes priced into Fed Funds futures contracts. Updated every 10 minutes. Link here.
- For eg market is currently pricing in a 39% probability that Fed Funds target will be at 0.50% in Dec10.
- Finally, an end to >20 years of manual calculations.
28 April 2010
CME Group FedWatch : Interest Rate Tool
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