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Fed Fund Simulation Enhancement| Weekly Release 5/10/2024

Added support for CAD CORRA

 

In this week’s release, RVFI added support for the “CAD CORRA” tab in the Fed Fund Simulation. Traders can click the “Calc Hike Prob” button in the upper left-hand corner to calculate the expected number of CORRA rate hikes or cuts by the end of the year. A positive value indicates the number of likely hikes and a negative value indicates the number of likely cuts.

 

Additionally, traders can view the cumulative probability of a hike/cut by each meeting date in the “BOC Meeting Hike Prob%” tab; the probability of a hike/cut on each meeting date in the “Hike Prob Detail” tab; and the impact of each meeting in each future in the “BOC Meeting Impact (%)” tab.



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