Fed Day charts

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

  1. Chriz

    Chriz

    Where can i obtain a list with historic fomc/fed days? I want to do some research by my own and need a text or csv file which contains all fomc day dates of the past years.
     
    #21     Oct 13, 2005
  2. guy2

    guy2

    #22     Oct 13, 2005
  3. guy2

    guy2

    CBOT Fed Watch - October 28 Market Close

    In advance of next week's Federal Open Market Committee meeting on November 1, 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 October 28 market close, the CBOT 30-Day Federal Funds futures contract for the November 2005 expiration is currently pricing in a 98 percent probability that the FOMC will increase the target rate by at least 25 basis points from 3-3/4 percent to 4 percent at the FOMC meeting on November 1 (versus a 2 percent probability of no rate change).


    Summary Table
    October 25: 0% for No Change versus 100% for +25 bps.
    October 26: 2% for No Change versus 98% for +25 bps.
    October 27: 2% for No Change versus 98% for +25 bps.
    October 28: 2% for No Change versus 98% for +25 bps.
    October 31:
    November 1: FOMC decision on federal funds target rate.
     
    #23     Oct 31, 2005
  4. guy2

    guy2

    Reminder: FOMC Meeting tomorrow
     
    #24     Dec 12, 2005
  5. guy2

    guy2

    Based upon the 30 January 2006 market close, the CBOT 30-Day Federal Funds futures contract for the February 2006 expiration is currently pricing in a 98 percent probability that the FOMC will increase the target rate by at least 25 basis points from 4-1/4 percent to 4-1/2 percent at tomorrow’s FOMC meeting (versus a 2 percent probability of no rate change).

    If you trade with Market Profile then this collection of Market Profile graphics on Fed Days might help you. Remember that Fed Announcement is in the M bracket.
     
    #25     Jan 30, 2006
  6. guy2

    guy2

    Don't forget that today is a Fed Day.

    Fed Day Video - shows 5 minute bar chart with MP chart developing during the previous Fed Day at 90x speed.

    96% probability that rate hike will be 0.25 and 4% probability that it will be 0.50.

    If the latter then we see rates at 5% !!

    Be safe and profitable everyone!!
     
    #26     Mar 28, 2006
  7. guy2

    guy2

    Reminder that tomorrow is Fed Day.

    Expected rise is 0.25% to 5.25%

    Anything outside this will send the market into even more of a frenzy.
     
    #27     Jun 28, 2006
  8. Thanks for the video link - that was great to watch.

    Looking forward to tomorrow at the statement release.
     
    #28     Jun 28, 2006
  9. guy2

    guy2

    You're welcome. How did you do yesterday? (Thursday)
     
    #29     Jun 30, 2006
  10. guy2

    guy2

    Don't forget that it's Fed Day tomorrow!
     
    #30     Aug 7, 2006