Tuesday, August 12, 2008

What’s Priced In: Current Market Expectations for Future Monetary Policy

Markets are currently pricing in the following probabilities for future interest rate moves as of the close on Monday: FED - OIS Implied Rates Markets are pricing in a 22% chance of a 25bp hike by the next meeting on Sept. 16. Markets are pricing in a 38% chance of a 25bp hike ...

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