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re: Big FOMC Meeting Today
Posted on 12/17/14 at 5:03 pm to BennyAndTheInkJets
Posted on 12/17/14 at 5:03 pm to BennyAndTheInkJets
quote:You did a better job of explaining it than I would. I was just going to say, "it involves math and shite."
This comes from looking at the forward OIS curves and the Eurodollar curves. It would be a lot easier to me to explain if I could use photobucket at work (or a Bloomberg terminal at home). It's not an exact science, but as close as you can come. In a simplified sense, its where your forward rate, minus your term premium, indicates at least a 25bps increase in rates.
1
Posted on 12/17/14 at 5:58 pm to LSURussian
quote:
"Markets have been priced ~60-70% for mid 2015 rate hikes"
This comes from looking at the forward OIS curves and the Eurodollar curves. It would be a lot easier to me to explain if I could use photobucket at work (or a Bloomberg terminal at home). It's not an exact science, but as close as you can come. In a simplified sense, its where your forward rate, minus your term premium, indicates at least a 25bps increase in rates.
There would always be a forward curve on OIS anyway?
"Markets have been priced ~60-70% for mid 2015 rate hikes"
This comes from looking at the forward OIS curves and the Eurodollar curves. It would be a lot easier to me to explain if I could use photobucket at work (or a Bloomberg terminal at home). It's not an exact science, but as close as you can come. In a simplified sense, its where your forward rate, minus your term premium, indicates at least a 25bps increase in rates.
There would always be a forward curve on OIS anyway?
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