Saturday, September 13, 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 Thursday: FED - OIS Implied Rates Markets are pricing in a 12% chance of a 25bp cut by the next meeting on Sept. 16. Markets are pricing in a 2% chance of a 25bp cut ...

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