Implied Probabilities

Chris F. Masse March 27th, 2008

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Via Stan Jonas:

BORING PLUS ONE BET… FEAR OF TIGHTENING BY XMAS OF 2008????

FOMC    Imagined    Euro$    Euro$            Diff    FUNDS
Dates    Prob    Contract   Current  Imagined ticks
04/30/08  -150%    EDM8    97.730    97.726     0    1.88%
06/25/08   -65%    EDU8    97.850    97.834    -2    1.71%
08/05/08    -10%   EDZ8    97.765    97.784     2    1.69%
09/16/08    0%     EDH9    97.720    97.694    -3    1.69%
10/29/08    0%     EDM9    97.510    97.504    -1    1.69%
12/16/08    26%    EDU9    97.280    97.265    -2    1.75%
01/30/09    26%    EDZ9    97.010    96.996    -1    1.82%
03/16/09    26%    EDH0    96.805    96.788    -2    1.88%
01/25/10    56%    EDZ1    95.665    95.643    -2    2.36%
03/11/10    46%    EDH2    95.575    95.552    -2    2.52%

ONE POTENTIAL OUTCOME? ALL ELSE HELD CONSTANT.

FOMC    Imagined   Euro$    Euro$            Diff    FUNDS
Dates    Prob    Contract  Current  Imagined ticks
04/30/08  -200%    EDM8    97.735    97.851    12    1.75%
06/25/08   -65%    EDU8    97.865    97.960    9     1.59%
08/05/08    -10%   EDZ8    97.785    97.909    12    1.56%
09/16/08    0%     EDH9    97.735    97.819    8     1.56%
10/29/08    0%     EDM9    97.535    97.629    9     1.56%
12/16/08    26%    EDU9    97.305    97.390    9     1.63%
01/30/09    26%    EDZ9    97.030    97.122    9     1.69%
03/16/09    26%    EDH0    96.830    96.914    8     1.76%
01/25/10    56%    EDZ1    95.680    95.769    9     2.24%
03/11/10    46%    EDH2    95.590    95.678    9     2.39%
09/07/10    35%    EDH3    95.245    95.364    12    2.92%
03/06/11    29%    EDH4    94.965    95.123    16    3.33%
09/02/11    24%    EDH5    94.760    94.928    17    3.84%
10/17/11    24%    EDM5    94.715    94.888    17    3.84%

Previous blog posts by Chris F. Masse:

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One Response to “Implied Probabilities”

  1. [...] see Stan Jonas’ 2 takes on FOMC. Previous blog posts by Chris F. Masse:BetFair Australia fought for free trade across Australian [...]

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