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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.
- User Guide
The CME FedWatch Tool analyzes the probability of FOMC rate...
- Video Demo
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- User Guide
The CME FedWatch Tool analyzes the probability of FOMC rate moves for upcoming meetings. Using 30-Day Fed Fund futures pricing data, which have long been relied upon to express the market’s views on the likelihood of changes in U.S. monetary policy, the tool visualizes both current and historical probabilities of various FOMC rate change ...
The CME FedWatch Tool forecasts the probability of a rate hike (or rate cut) at the FOMC meeting based on the prices of 30-Day Federal Funds (ZQ) futures released traded on CME. The futures prices reflect market expectations of the effective federal funds rate (EFFR).
In sum, CME provides this tool to show the projections of next FOMC meeting Interest Rate. The projections are implied by Fed Fund Futures (a future contract related to Fed rate) prices. It's interesting that the current expectation of "75 points" is 96%, while it was 34% yesterday.
The FedWatch tool from CME Group has emerged as a reliable resource for determining Federal Reserve rate moves. Who’s using it, and how does it work?
20 Ιουν 2023 · The FedWatch tool from CME Group has emerged as a reliable resource for determining Federal Reserve rate moves. The interest rates indicator uses Fed Funds’ futures prices to display current and historical probabilities of FOMC rate outcomes for a specific Fed meeting.
Erin accesses the CME’s online portal and clicks on the tab (in this case, the 16 Sep20 tab) within the FedWatch tool. An easy-to-read bar chart that includes the current Fed Funds Target rate (in basis points, bps) and possible hike or cut scenarios is automatically produced.
