US FED: Implied Fed Funds Rate from Futures Contracts Boston, October
30. The Fed Funds rate show strong odds of a 25 bas point cut (96%) to 4.500%
but the odds have lessened from full odds in the prior week. There are no odds
of a 50 base point cut for the FOMC 2-day meet beginning at noon.
.
4.750 4.750
4.510
4.400
4.350
4.240
4.200
4.140
4.080
4.070
' 4.000 '
Target Oct07 Nov07 Dec07 Jan08 Feb08 Mar08 Apr08 May08 Jun08 Jul08
! Odds 0% 96% 140% 160% 204% 220% 244% 272% 268% 300%
30. The Fed Funds rate show strong odds of a 25 bas point cut (96%) to 4.500%
but the odds have lessened from full odds in the prior week. There are no odds
of a 50 base point cut for the FOMC 2-day meet beginning at noon.
.
4.750 4.750
4.510
4.400
4.350
4.240
4.200
4.140
4.080
4.070
' 4.000 '
Target Oct07 Nov07 Dec07 Jan08 Feb08 Mar08 Apr08 May08 Jun08 Jul08
! Odds 0% 96% 140% 160% 204% 220% 244% 272% 268% 300%