Fed Day charts

Discussion in 'Educational Resources' started by guy2, Nov 10, 2004.

  1. guy2

    guy2

    Consensus is that the FOMC will raise interest rates by 0.25 to 3%
     
    #11     May 3, 2005
  2. Guy2 - curious as to your reasons on potential havoc resulting from removal of measured pace.

    Echoing what the others said, thanks for the info and the site does look good.

    Geo.
     
    #12     May 3, 2005
  3. guy2

    guy2

    Sorry Geo but I don't understand the question...
     
    #13     May 3, 2005

  4. I was focusing on this phrase in the post above:

    "Will the word "measured" be deleted from the statement? That is the current expectation. However, it is probable that the change would still wreak havoc in the financial markets."

    Geo.
     
    #14     May 3, 2005
  5. guy2

    guy2

    Ah - comprendo :)

    Yes - FOMC always creates havoc irrespective of the correlation with the consensus.
     
    #15     May 3, 2005
  6. guy2

    guy2

    REMINDER: FOMC Meeting starts tomorrow and rate change (if any) announced on Thursday.

    Last FOMC meeting produced this 5 minute chart in the ES:

    [​IMG]
     
    #16     Jun 28, 2005
  7. guy2

    guy2

    I think that the last posted image link will break because I've moved the image so here it is again:
    [​IMG]

    And here is the chart that was created yesterday:
    [​IMG]
     
    #17     Jul 1, 2005
  8. guy2

    guy2

    CBOT Trader Newsletter: August 8, 2005

    CBOT® Fed Watch

    Based upon the August 8 market close, the CBOT 30-Day Federal Funds futures contract for the August 2005 expiration is currently pricing in a 100 percent probability that the FOMC will increase the target rate by at least 25 basis points from 3-1/4 percent to 3-1/2 percent at the FOMC meeting on August 9.

    In addition, the CBOT 30-Day Federal Funds futures contract is pricing in a 9 percent probability of a further 25-basis point increase in the target rate to 3-3/4 percent (versus a 91 percent probability of just a 25-basis point rate increase).
     
    #18     Aug 9, 2005
  9. guy2

    guy2

    CBOT Fed Watch - 94% Probability FOMC Will Increase Target Rate on Sept. 20

    In advance of next week's Federal Open Market Committee meeting on September 20, the Chicago Board of Trade will be reporting daily rate change probabilities in the FOMC's federal funds target rate, as indicated by the CBOT 30-Day Federal Funds futures contract. The CBOT 30-Day Federal Funds futures contract is a key benchmark interest rate barometer that reflects the forward overnight effective rate for excess reserves that are traded among commercial banks in the U.S. federal funds market.

    Based upon the September 16 market close, the CBOT 30-Day Federal Funds futures contract for the October 2005 expiration is currently pricing in a 94 percent probability that the FOMC will increase the target rate by at least 25 basis points from 3-1/2 percent to 3-3/4 percent at the FOMC meeting on September 20 (versus a 6 percent probability of no rate change).
     
    #19     Sep 20, 2005
  10. I wonder what the political ramifications of a rate increase will be?
     
    #20     Sep 20, 2005