Fed Funds Tag

Fed Interest Rate Hike Probability Rises to 70% Post Employment Report

06 Nov, by Bryce Coward, CFA in Markets

With today's US employment report the probability of a Federal Reserve interest rate increase at the December meeting has increased to 70% based on Fed Funds Futures. This is sending ripples throughout asset markets as commodities slump towards the year's lows or make new lows,...

June is Out… But 2015 Lift-off Still On

08 Jun, by Steven Vannelli, CFA in Markets

Looking at Fed Funds futures contracts, it would appear that the fixed income market has ruled out a June rate hike but is coming back to the idea of a 2015 lift-off.  Currently June fed funds future are spot on the current effective fed funds...

Inflation Expectations Have Increased Since Mid-January

06 Feb, by Knowledge Leaders Team in Economy

Since January 15th, 5-year TIPS derived breakeven inflation has increased 23 basis points from 105 basis points to 138 basis points. 10-year TIPS derived breakeven inflation has increased 16 basis points during this time and 30-year TIPS derived breakeven inflation has increased 8 basis points...