Bloomberg WIRP（World Interest Rate Probability）和CME FedWatch Tool都是用于估计美联储加息概率的工具...
The CME FedWatch Tool translates these market prices into probabilities, offering a succinct view of the market's expectations and assigning a probability for how much the Fed will raise, lower, or maintain the current interest rate at upcoming FOMC meetings. These probabilities help investors gauge...
CMEGroupFedWatchTool-FedFundsFutures 系统标签: futurescmefedfundsffertool 1CMEGroupFedWatchTool-FedFundsFuturesProbabilityTreeCalculatorBY:JEREMYLAO,DIRECTOR,INTERESTRATEPRODUCTSAGHAMIRZA,MANAGINGDIRECTOR,GLOBALHEADOFINTERESTRATEPRODUCTSTheFedWatchtoolcalculatesunconditionalprobabilitiesofFederalOpenMarketCommittee(FOMC)meeti...
CME Group’s online “FedWatch” tool lets traders dynamically monitor the market’s evolving rate-change expectations, which can shift very swiftly in response to new data. For instance the May 2015 non-farm payrolls addition of 280,000 jobs led futures markets to bring forward rate-hike ...
In interest rates Tully said the market is now pricing in a 60% chance of tightening by June 2022, up from just 17% just one month ago, according to CMEs FedWatch Tool. “Nonetheless rate volatility, while higher in the third quarter of 2021 than it was in recent quarters, remained his...
Federal Reserve balance sheet data, key market interest rates, and other resources to equip users to better analyze the factors impacting U.S. Treasury markets. Users can also access CME FedWatch Tool’s FOMC target rate and probability information within the tool. Additional capabilities allow user...
In the FedWatch tool’s probability analysis, the implementation assumes that the size of a rate change is always 25 basis points and that for a given FOMC meeting month, prior or post FF futures contract prices contain information that either is independent of the outcome of that meeting or ...
Bloomberg WIRP（World Interest Rate Probability）和CME FedWatch Tool都是用于估计美联储加息概率的工具...
彭博WIRP据说考虑了短期资金面的干扰，而且用的参数更合理，更准。缺点是普通人没有彭博终端，门槛太高...