Interest Rate Educational Videos & Resources
1) The Fed tells us we’ll see 6, 0.25% rate hikes through December 2020 (2:30)
Full Fed press conference (52:19) Interest Rate Educational Videos & Resources
3) 1953 to 2018 Fed Funds Chart
3) Fed Funds contract valuations at Fed expectations
3.1) 0.12% contract value = $500.00 (November 2015)
3.2) 1.91% contract value = $7,958.21 (16 September 2018)
3.3) 2.40% December 2018 = $10,000.00
3.4) 3.10% December 2019 = $12,916.67
3.5) 3.40% December 2020 = $14,166.67
3.6) Each 0.01 = $41.67
3.7) Fed Funds 1954 – 2018 chart
3.8) Data & Contract Valuation (excel)
3.9) Yield Curve
3.10) US Rate Analysis
3.11) Euro Rate Analysis
3.12) Educational Links
4) 15+ trillion in the face value of open positions tells us the market’s expectations for hikes through December 2024 to the 0.0050%.
Calculating the market’s expectation
Nearby delivery month
– Further out deliver month
= expected hike
December 2018 (GEZ18) 99.5000
December 2024 (GEZ24) – 98.9000
Expected rate hike = 00.6000%
5) Market’s priced in rate hike expectations by year
5.1) December 2018 September 2018 through December 2018
5.2) December 2019 September 2018 through December 2019
5.3) December 2020 September 2018 through December 2020
5.4) December 2021 September 2018 through December 2021
5.5) December 2022 September 2018 through December 2022
5.6) December 2023 September 2018 through December 2023
5.7) December 2024 September 2018 through December 2024
6) Market’s 15+ trillion by year.
6.2) Remainder of 2018 Fed’s expectations = 0.50% Increase
6.3) December 2018 to December 2019 Fed’s expectations = 0.70% Increase
6.4) December 2019 to December 2020 Fed’s expectations = 0.30% Increase
6.5) December 2020 to December 2021
6.6) December 2021 to December 2022
6.6) December 2022 to December 2023
6.8) December 2023 to December 2024
7) Some of our current trades to follow
Spread values are on the right of the chart
Spread values = the market’s expected change in rates between delivery dates
Click on delivery dates for the long term chart, entry price for intraday charts
For additional trades in other Euro & US rate markets contact me
7.1) Dec 2019 – Dec 2021 Entry -0.0400, 17 Sep. 2018, 0.01 = $250.00
7.2) Dec 2019 – Dec 2020 Entry -0.0150, 12 Sep. 2018, 0.01 = $250.00
7.3) Dec 2018 – Dec 2022 Entry +0.3100, 27 Aug. 2018, 0.01 = $250.00
7.4) Dec 2018 – Dec 2023 Entry +0.3800, 22 Aug. 2018, 0.01 = $250.00
7.5) Dec 2019 – Dec 2023 Entry +0.0500, 27 Jul. 2018, 0.01 = $250.00
7.6) Dec 2019 – Dec 2022 Entry -0.0350, 17 Jul. 2018, 0.01 = $250.00
7.7) Dec 2018 – Dec 2022 Entry +0.2900, 15 Jul. 2018, 0.01 = $250.00
7.8) Dec 2018 – Dec 2021 Entry +0.2650, 13 Jul. 2018, 0.01 = $250.00
7.9) Dec 2018 – Dec 2020 Entry +0.3150, 29 May 2018, 0.01 = $250.00
7.10) Fed Funds Dec 2018 Short 99.1650, 03 Oct 2016, 0.01 = $41.67
7.11) Fed Fund (ZQ) quotes all deliveries (Fed Funds contract information)
7.12) 3 Month Rates (GE) quotes all deliveries (3 month rate information)
7.13) Today’s probability for a rate hike at the next Fed meeting
7.14) Interest rate educational videos and resources
8) Interest Rate Analysis Pages
8.1) US Rate Analysis
8.2) Euro Rate Analysis
9) Educational Videos and Resources
9.1) Video – About Eurodollar interest rate futures
9.2) What the 3 month rate is (Eurodollar) and how it’s set
9.3) Eurodollar futures pricing and the Forward rate market
9.4) Video – The basics of trading Eurodollar interest rate spreads
9.5) Video – Introduction to Fed Fund futures contracts
9.6) What the Fed funds rate is and how it’s set
9.7) Today’s probability for a rate hike at the next Fed meeting
9.8) Interest rate 3 month to 30 year curve
9.9) Fed Meetings and Press Conferences
9.10) Understanding the FOMC Report
9.11) All Rate Educational Videos & Resources
9.12) Futures Educational Videos (33)
9.13) Futures Options Educational Videos (34)
10) Previous Rate Reports and Articles 2015 – 2018
10.1) US Economy by the numbers 2000 – 2018 4 June 2018
10.2) Trading Rates Higher & Fed Expectations 28 November 2017
10.3) Trading the Fed Funds rate higher 13 March 2017
10.4) Trade update 11 August 2016 through 20 January 2017
10.5) Trading Rates Higher & Fed Expectations 20 January 2017
10.6) Update Seeking Alpha 13 January 2017
10.7) Market Versus Fed For Rates 16 September 2016
10.8) Market Versus Fed Expectations December 2019 4 September 2016
10.9) Update on Seeking Alpha 5 September 2016
10.10) Who’s right the market or the Fed 31 May 2016
10.11) Original positions published on Seeking Alpha 5 November 2015
10.12) Countdown to Higher Rates 9 October 2015
10.13) Trading 3 Month Rates Higher & Fed Expectations 24 September 2015
10.14) What I See On The Horizon 6 August 2015
10.15) Hedging Treasury Risk 3 August 2015
10.16) The Math On Why U.S. Inflation Is “contained” 22 July 2015
10.17) Trading the Fed Funds Rate Higher 23 July 2015
10.18) Trading Rates Higher & Fed Expectations 9 June 2015
10.19) Trading 3 Month Rates Higher & Fed Expectations 27 April 2015
10.20) Trading Rates Higher Using Cost Averaging 24 March 2015
10.21) Market versus Fed expectations 23 March 2015
11) Fed Funds Risk Reward Spreadsheets
11.1) 3 Month Rates March, June December Fed Funds March hedge
11.2) Fed Funds December 2016
11.3) Fed Funds March 2016 S 99.74 (no hedge)
11.4) Fed Funds December 2016 S 99.46 (no hedge) 100K
11.5) Fed Funds December 2016 S 99.46 (no hedge) 10K
11.6) Trading 3 month rates higher through December 2016
11.7) July 2015 25k no hedge
11.8) July 2015 99.83 25K cost average hedge
11.9) July 2015 99.82 25K 87.50 hedge
11.10) July 2015 10K 99.81/99.75 hedge
11.11) Sep 2015 25k cost average hedge
11.12) Oct 2015 25K cost average hedge
11.13) Dec 2015 25K cost average hedge
12) 3 Month Deposit Spreadsheets
12.1) 3 Month Dec 2017 S 99.70 (no hedge)
12.2) 3 Month put weighted vol spread Dec 2017
12.3) 3 Month vol spread Dec 2017
12.4) 3 Month vol bear spread no hedge Dec 2017
12.5) 3 Month GEH-M-Z-201616 Fed Funds ZQ-H16 10.05.2015
12.6) Contract specifications
12.7) 3 Month Hedged Cost Average
12.8) 3 Month Rate September 2015 hedge
12.9) 3 Month Rate December 2015 hedge
13) Other interest rate markets traded
13.1) US Interest rates
13.2) European interest rates
13.3) Australian interest rates
13.4) Educational videos and links
14) Open An Account
Account minimum $10,000 USD or major currency equivalent
If you have any questions send a message or contact me
Regards,
Peter Knight
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