About


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.


« Becker And Posner On Eminent Domain | Main | The BIS Annual Report: Risky Business »

June 27, 2005


Funds Rate Probabilities: Last Post Before The FOMC Meeting

As markets prepare for this week's meeting of the Federal Open Market Committee, it's pretty much the same old story coming from the market for options on federal funds futures:   Not much doubt being expressed about a 25 basis increase this week, but there is apparently still a lot of volatility around expectations of where we will be come October.  The pictures:

July_13


October_7


The data:
Download july_pdfs_062705.xls
Download october_pdfs_062705.xls

And, if you'd like, a handy Power Point presentation (courtesy of Erkin Sahinoz):
Download Imp_pdf_slides_for_blog_062405.ppt

June 27, 2005 | Permalink

TrackBack

TrackBack URL for this entry:
https://www.typepad.com/services/trackback/6a00d8341c834f53ef00d83551226869e2

Listed below are links to blogs that reference Funds Rate Probabilities: Last Post Before The FOMC Meeting :

Comments

Post a comment

Comments are moderated and will not appear until the moderator has approved them.

If you have a TypeKey or TypePad account, please Sign in

Google Search



Recent Posts


Archives


Categories


Powered by TypePad