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January 30, 2008


Federal Funds Implied Probability (1/30/08 FOMC)

Looks like the market is expecting a 50 bps cut. If the Fed gives less, the market will probably sell off; if they give more (very unlikely), it will probably rally.

These probabilities are calculated using Fed Funds options and futures data, last calculated 1/29/08 settlement:


Click to enlarge (Source: Bloomberg)

These probabilities are calculated using Fed Funds futures data, last calculated 1/30/08 6:14 (Beijing time):


Click to enlarge (Source: Bloomberg)

Related:

Federal Funds Implied Probability (12/11/07 FOMC)
Federal Funds Implied Probability (10/31/07 FOMC)

This entry was posted on Wednesday, January 30th, 2008 at 11:51 am (utc+8) and is filed under Investing, Bonds.

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