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Showing 1 - 8 of 8 results for "Futures pricing"

Chief economist update: Fed plans for Trump contingency

BENJAMIN ONG  |  THURSDAY, 20 JUN 2019
... indices closed higher and the US dollar dipped. More directly, the CME FedWatch Tool - based on 30-day Fed Fund futures pricing data - shows the probability of 25 bps rate cut in July has increased to 71.9% after the Fed's decision (from 68.5% a ...

No December lift off? Small chance

BENJAMIN ONG  |  THURSDAY, 19 NOV 2015
... latest speaks from Fed officials and voila! The certainty of a lift-off next month has risen to 72% (fed funds futures pricing) from 70% at the end of last week from 7% last month. Factset provides a good summary of the recent Fed yaks: "Lockhart (voter) ...

A fantabulous set of jobs numbers

BENJAMIN ONG  |  FRIDAY, 17 APR 2015
... markets re-calibrating their odds for a May interest rate cut. According to the Australian Financial Review (AFR), "Futures pricing has the probability of a cut in May at 56 per cent, compared with 68 per cent before the jobs data was released, while ...

RBA rate cut: earlier and more

BENJAMIN ONG  |  WEDNESDAY, 1 APR 2015
... its February Board meet. 'Twas the same day that the Sydney Morning Herald (SMH) printed that, based on "latest futures pricing data compiled by Citi, the chances of a 25 basis point cut, to 2 per cent, when the board convenes on May 6 is now at 92 per ...

Another cut's in the mail?

BENJAMIN ONG  |  TUESDAY, 24 MAR 2015
... it's gonna happen in May with a slight chance of April. AccordingA the Sydney Morning Herald (SMH), "...latest futures pricing data compiled by Citi, the chances of a 25 basis point cut, to 2 per cent, when the board convenes on May 6 is now at 92 per ...

September mourn

BENJAMIN ONG  |  TUESDAY, 11 AUG 2009
... since the 1930s won't survive September, historically the worst month for U.S. equities." This is based on VIX futures pricing which is expected to increase by 13 per cent in the next five weeks. Bloomberg notes that this is the widest spread since August ...

Daily economic update

... comments suggest that the ECB plans to tighten monetary policy some more over the course of this year. Current futures pricing indicates market speculation that the central bank will lift the benchmark repo rate to 3 per cent by the end of 2006. The ...

Daily Economic Update

... Central Bank would raise interest rates only up to 2.5 per cent (currently at 2.25 per cent) by mid-2006. However, futures pricing implies Eurozone interest rates to rise to 2.5 per cent by the first quarter and 2.75 per cent by the end of the third. ...
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