Fed Fund Simulation Enhancement | Weekly Release 3/4/22


Enhancement


Added support for ESTR rate


EUR-ESTR tab has been added to the Fed Fund Simulation sheet.


Note: ECB & current rate will be implied from ESTR futures


ECB Meeting Hike Prob (%)

Traders can view the cumulative probability of hike/cut by each meeting date. ​

Traders can view the probability distribution of being in each range at each meeting date. This is derived from calculating the probability of hike/no hike/cut on each date.


Hike Prob Detail

Traders can see the probability of a hike on each specific meeting date rather than the cumulative probability in the previous tab.

Traders can also see the “after meeting” rate derived from the futures, which is used to calculate the hike probability.


ECB Meeting Impact (%)

Traders can see the impact each meeting has on each future here.