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The Atlanta Fed's macroblog provides commentary and analysis on economic topics including monetary policy, macroeconomic developments, inflation, labor economics, and financial issues.

Authors for macroblog are Dave Altig, John Robertson, and other Atlanta Fed economists and researchers.


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May 23, 2005


Implied Funds Rate Probabilities: Nothing Much New

Not much new to report on the implied forecasts of the federal funds rate.  The probability for twenty-five basis points at the June Federal Open Market Committee meeting continue its slow ascent to a near-lock (according to the market).  There was a bit of action on the October contract following last week's PPI and CPI reports, but in the end it's still a horse race.

The pictures:

July_9

October_3


The data:
Download july_pdfs_052305.xls
Download october_pdfs_052305.xls

If you are interested in background material, follow the links in last week's post.

Hat tip to Pat Higgins, ably providing the pictures to me as Erkin Sahinoz takes a well-deserved break.

May 23, 2005 in Fed Funds Futures , Federal Reserve and Monetary Policy | Permalink

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Comments

Thanks for doing this each week.

Posted by: Mark Thoma | May 23, 2005 at 11:45 PM

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