Implied Probability of Rate Hike

Discussion in 'Forex' started by tomdwan, Oct 10, 2016.

  1. tomdwan

    tomdwan

    Dear all,

    Goodday.

    Market's expectation of Fed Funds Rate are tracked by Fed Funds Futures. The cme website below does provide a free access into the data.
    http://www.cmegroup.com/trading/interest-rates/countdown-to-fomc.html

    I wonder is there such Futures for other central bank i.e. ECB, BOE and BOJ?

    If there is no such Futures for other central bank, where can one look for the market's expectation of rate hike? i.e. the kind of implied probability thing?

    I kind of remember there is something like Overnight Index Swap but i couldn't find free access of such data.

    Thank you.

    Kind regards
     
  2. JackRab

    JackRab

    look at the swaps... that's basically what that CME future is derived from
     
  3. tomdwan

    tomdwan

    Dear Jack,

    Thanks for your reply.

    May i know from where can i find further info of the swaps?

    Thank you.
     
  4. There are meeting-dated OIS for most major CBs, which is where everything is derived from. I don't know where you would find them publicly, though.