Re: What the Market Says About...

verfasst von puppetmaster, 18.12.2000, 19:24

Marc Chandler
What the Market Says About...
12/18/00 1:19 PM ET
The Dec Fed funds futures is currently trading about 93.55 or implying an average
effective Fed funds rate of 6.45% for the month of December. So far, through Sunday
Dec 17, the Fed funds have averaged 6.525% for the month. Assuming a 25 basis
point cut from the Fed tomorrow and that the funds rate averages 6.25% for the rest
of the month (a weak assumption given the seasonal pressures at year end, but a
wrokable hypothesis), fair value for the Dec contract would be about 93.58. If the Fed
does not change rates (as the consensus has it, then fair value is about 93.485,
assuming the funds rate averages 6.50% for the remainder of the month.

<center>

<HR>

</center>

Thread gesperrt

 

gesamter Thread:

• Wird die FED morgen die Zinsen senken? - YIHI, 18.12.2000, 18:37
  • Re: Wird die FED morgen die Zinsen senken? - PeMo, 18.12.2000, 19:19
    • Hast natürlich recht... - YIHI, 18.12.2000, 19:50
  • Re: What the Market Says About... - puppetmaster, 18.12.2000, 19:24