28 April 2010

CME Group FedWatch : Interest Rate Tool

  • 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.

No comments: