75% chance of a 50bp 25% of a 25bp move..

Discussion in 'Trading' started by S2007S, Jan 28, 2008.

  1. S2007S


    At the moment, the market anticipates at least a quarter-point move, with a 75% chance of a half-point move. But trading on that score has been highly volatile.

    :eek: :eek: :eek: :eek: :eek:
  2. where are you getting your data? i see something different.

    48% probability of -50bp
    24% probability of -25bp
    15% probability of -75bp
    12% probability of 0bp
  3. I agree with Blackjack. Your numbers are off. 98.9% of 50% cut when looking at Feb. Futures which might also price in possibility of a suprise rate cut that month.