Rate Expectations Through 2027

Quotes all deliveries
Mini Program (Minimum $10,000 or major currency equivalent)
Main Program (Minimum $30,000 or major currency equivalent)

1) The Market’s expected increase or decrease in rates between Mach 2018 and December 2020

Spread value = market’s expected rate change between delivery dates
Spread values are on the right of the chart

1.1)   June 2019 to December 2020 (3 day, 15 minute)
1.2)   June 2019 to December 2020 (10 day, 30 minute)
1.3)   June 2019 to December 2020 (10 day, 60 minute)
1.4)   June 2019 to December 2020 (20 day, 60 minute)
1.5)   June 2019 to December 2020 (10 day, 120 minute)
1.6)   June 2019 to December 2020 (1 month, 120 minute)
1.7)   June 2019 to December 2020 (3 month, daily)
1.8)   June 2019 to December 2020 (6 month, daily)
1.9)   June 2019 to December 2020 (1 year, daily)
1.10) June 2019 to December 2020 (3 year, weekly)
1.11) June 2019 to December 2020 (7 year, monthly)
1.12) June 2019 opinion
1.13) December 2020 opinion

2) The Market’s expected increase or decrease in rates between Mach 2018 and December 2021

2.1)   June 2019 to December 2021 priced in change (3 day, 15 minute)
2.2)   June 2019 to December 2021 (10 day, 30 minute)
2.3)   June 2019 to December 2021 2021 (10 day, 60 minute)
2.4)   June 2019 to December 2021 (20 day, 60 minute)
2.5)   June2019 to December 2021 (10 day, 120 minute)
2.6)   June 2019 to December 2021 (1 month, 120 minute)
2.7)   June 2019 to December 2021(360 minute 1 month)
2.8)   June 2019 to December 2021(360 minute November 2018 +)
2.9)   June 2019 to December 2021 (6 month, daily)
2.10) June 2019 to December 2021 (3 year, weekly)
2.11) June 2019 to December 2021 (5 year, monthly)
2.12) June 2019 opinion
2.13) December 2021 opinion

3) The Market’s expected increase or decrease in rates between Mach 2018 and December 2022

3.1)   June 2019 to December 2022 priced in change (3 day, 15 minute)
3.2)   June 2019 to December 2022 (10 day, 30 minute)
3.3)   June 2019 to December 2022 (10 day, 60 minute)
3.4)   June 2019 to December 2022 (20 day, 60 minute)
3.5)   June 2019 to December 2022 (10 day, 120 minute)
3.6)   June 2019 to December 2022 (1 month, 120 minute)
3.7)   June 2019 to December 2022 (6 month, daily)
3.8)   June 2019 to December 2022 (3 year, weekly)
3.9)   June 2019 to December 2022 (5 year, monthly)
3.10) June 2019 opinion
3.11) December 2022 opinion

4) December 2020 through December 2022

4.1)   December 2020 to December 2022 priced in change (3 day, 15 minute)
4.2)   December 2020 to December 2022 (10 day, 30 minute)
4.3)   December 2020 to December 2022 (10 day, 60 minute)
4.4)   December 2020 to December 2022 (20 day, 60 minute)
4.5)   December 2020 to December 2022 (10 day, 120 minute)
4.6)   December 2020 to December 2022 (1 month, 120 minute)
4.7)   December 2020 to December 2022 (6 month, daily)
4.8)   December 2020 to December 2022 (3 year, weekly)
4.9)   December 2020 to December 2022 (5 year, monthly)
4.10) December 2020 opinion
4.11) December 2022 opinion

5) +1 June 2019, – 2 December 2021, +1 June 2023

5.1)   +1 June 2019, – 2 December 2021, +1 June 2023 (3 day, 15 minute)
5.2)   +1 June 2019, – 2 December 2021, +1 June 2023 (10 day, 30 minute)
5.3)   +1 June 2019, – 2 December 2021, +1 June 2023 (10 day, 60 minute)
5.4)   +1 June 2019, – 2 December 2021, +1 June 2023 (20 day, 60 minute)
5.5)   +1 June 2019, – 2 December 2021, +1 June 2023 (10 day, 120 minute)
5.6)   +1 June 2019, – 2 December 2021, +1 June 2023 (1 month, 120 minute)
5.7)   +1 June 2019, – 2 December 2021, +1 June 2023 (6 month, daily)
5.8)   +1 June 2019, – 2 December 2021, +1 June 2023 (3 year, weekly)
5.9)   +1 June 2019, – 2 December 2021, +1 June 2023 (5 year, monthly)
5.10)  June 2019 opinion
5.11) December 2021 opinion
5.12) June 2023 opinion

6) 2023 through 2027 (longer term expectations)

6.1) June 2019 to December 2023 (1 year, daily)
6.2) June 2019 to December 2024 (1 year, daily)
6.3) June 2019 to December 2025 (1 year, daily)
6.4) June 2019 to December 2026 (1 year, daily)
6.5) June 2019 to December 2027 (1 year, daily)

7) Send a message or contact me with questions

8) Review links

8.3) Today’s probability for a rate hike at the next Fed meeting
8.4) Interest rate 3 month to 30 year curve
8.5) Fed Meetings and Press Conferences
8.6) Understanding the FOMC Report
8.7) Interest Rate Analysis page

9) Interest Rate Futures/Options Educational Videos and Resources

9.1) Futures Educational Videos (33)
9.2) Futures Options Educational Videos (34)

9.3) Eurodollar Interest Rate Futures Contracts
9.4) Eurodollar Futures Pricing And The Forward Rate Market
9.5) How to Trade Eurodollar Spreads
9.6) Fed Fund Futures contracts
9.7)
Understanding IMM Price and Date

9.8) Understanding Eurodollar Strips
9.8) What is the Eurodollar Settlement Process?
9.10) Treasury Futures Contracts
9.11) Calculating U.S. Treasury Pricing
9.12) Treasury Intermarket Spreads – The Yield Curve
9.13) Trading the U.S. Treasury Curve: Two versus Ten
9.14) How Can You Measure Risk in Treasuries?
9.15) Treasuries Hedging and Risk Management
9.16) The Basics of Treasuries Basis
9.17) Treasuries Delivery Process
9.18) The Importance of Basis Point Value (BPV)
9.19) Understanding Packs and Bundles
9.20) Understanding Convexity Bias
9.21) Understanding the FOMC Report
9.22) Get to know Treasuries Cheapest To Deliver (CTD)
9.23) Trading the Link Between USD/JPY and U.S. Treasuries

10) Previous Rate Reports and Articles 2015 – 2018

10.1) June 2018 Update Trading Rates Higher
10.2) US Economy by the numbers 2000 – 2018 4 June 2018
10.3) Trading Rates Higher & Fed Expectations 28 November 2017
10.4) Trading the Fed Funds rate higher 13 March 2017
10.5) Trade update 11 August 2016 through 20 January 2017
10.6) Trading Rates Higher & Fed Expectations 20 January 2017
10.7) Update Seeking Alpha 13 January 2017
10.8) Market Versus Fed For Rates 16 September 2016
10.9) Market Versus Fed Expectations December 2019 4 Sep. 2016
10.10) Update on Seeking Alpha 5 September 2016
10.11) Who’s right the market or the Fed 31 May 2016
10.12) Original positions published on Seeking Alpha 5 Nov. 2015
10.13) Countdown to Higher Rates 9 October 2015
10.14) Trading 3 Month Rates & Fed Expectations 24 Sep. 2015
10.15) What I See On The Horizon 6 August 2015
10.16) Hedging Treasury Risk 3 August 2015
10.17) The Math On Why U.S. Inflation Is “contained” 22 July 2015
10.18) Trading the Fed Funds Rate Higher 23 July 2015
10.19) Trading Rates Higher & Fed Expectations 9 June 2015
10.20) Trading 3 Month Rates & Fed Expectations 27 April 2015
10.21) Trading Rates Higher Using Cost Averaging 24 March 2015
10.22) Market versus Fed expectations 23 March 2015

11) Fed Funds Risk Reward Spreadsheets

11.1) 3 Month Rates Mar., Jun. Dec. Fed Funds Mar. 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 I trade

13.1) US Interest rates
13.2) European interest rates
13.3) Australian interest rates
13.4) Educational videos and links

If you have any questions send a message or contact me

Regards,
Peter Knight Advisor

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