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 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 ...
US Interest Rate Swap Futures - CME Group 热度: 人工智能基础(第2版) x2d;高济 x2d;ai x2d;4 x2d;本 热度: 计算机知识windows系统:开始--运行--命令大全0421050529第一期 热度: 1 CMEGroupFedWatchTool-FedFunds FuturesProbabilityTreeCalculator BY:JEREMYLAO,DIRECTOR,INTERESTRATEPRODUCTS ...