Implied Probabilities
Chris F. Masse March 27th, 2008
Via Stan Jonas:
Sphere: Related ContentBORING 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%
