Tag Archives: FOMC
Implied Probabilities
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 [...]
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