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September 01, 2020 10:18am
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Economist Perspective: CME FedWatch Tool 2019 Interest Rate Projections

“The FedWatch tool calculates unconditional probabilities of Federal Open Market Committee (FOMC) meeting outcomes to generate a binary probability tree. CME Group lists 30-Day Federal Funds Futures (FF) futures, prices of which incorporate market expectations of average daily Federal Funds...
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