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/inte...n-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
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/inte...n-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