CME FedWatch - CME Group
What is the likelihood that the Fed will change the Federal target rate at upcoming FOMC meetings, according to interest rate traders? Use CME FedWatch to track the probabilities of changes to the Fed rate, as implied by 30-Day Fed Funds futures prices.
Understanding the CME Group FedWatch Tool Methodology
Aug 30, 2024 · Get a detailed look at the Fed Funds futures probability tree calculations used by the FedWatch Tool to determine the probabilities of a Fed rate move at upcoming FOMC meetings. Calculation model example
CME FedWatch Tool User Guide - CME Group
Get an overview of how to read and use the CME FedWatch Tool to predict rate hike increase probability. Learn more.
Fed Rate Hikes: Expectations and Reality - CME Group
Feb 2, 2022 · Fed Funds futures are pricing four or five rate hikes in 2022, followed by two or three more in 2023. In the view of investors, the Fed is most likely to have rates at 1.625% by the end of 2023 (Figure 1).
Introduction to the CME FedWatch Tool - CME Group
23 hours ago · Using this information based on the federal funds rate, CME Group created the CME FedWatch Tool to act as a barometer for the market’s expectation of potential changes to the fed funds target rate while assessing potential Fed movements around FOMC meetings.
30 Day Federal Funds Futures Quotes - CME Group
Gain a better understanding of the CME FedWatch tool, which uses 30-Day Fed Fund futures prices to gauge the probability of an upcoming rate hike.
Introduction to CME FedWatch – CME Group - CME Group
Gain a better understanding of our most popular tool, the CME FedWatch tool, which uses 30-Day Fed Fund futures prices to gauge the probability of an upcoming rate hike.
The CME FedWatch Tool Aggregated Enhancement, Explained
These are the current prices and implied rates of CME Group Fed Funds futures: May FF future (ZQK4): 94.875 | 5.125%. June FF future (ZQM4): 94.750 | 5.250%. July FF future (ZQN4): 94.625 | 5.375%. The implied probability of a hike in June is [ (5.250% - 5.125%) / 0.25%] = 50%.
Change is Upon the Interest Rate Markets - OpenMarkets - CME …
Since the beginning of October, the CME FedWatch Tool has indicated an increased probability of a second rate hike by the end of 2022. Meanwhile, Eurodollar volume significantly moved into Quarterlies and 1-Year Mid-Curve options, traditionally a sign of near-term rate moves.
Expectations for Multiple Rate Hikes - CME Group
Nov 3, 2021 · The momentum for Fed rate hikes is growing, with investors expecting multiple increases over the next two years.