Files
forex-dashboard/data/atlanta-fed-mpt.json
T

325 lines
7.5 KiB
JSON
Raw Normal View History

{
"updated_at": "2026-07-08",
"source": "https://www.atlantafed.org/cenfis/market-probability-tracker",
"note": "Probabilités dérivées des options sur futures SOFR 3 mois (CME) — méthodologie Atlanta Fed, mise à jour quotidienne. Fourchettes exprimées en bps (350bps-375bps = 3.50%-3.75%). Alternative aux 30-day Fed Fund Futures (Investing.com Fed Rate Monitor).",
"asOf": "2026-07-07",
"windows": [
{
"windowStartIso": "2026-09-16",
"anchorRange": "350bps - 375bps",
"probCutPct": 1.11,
"probHikePct": 72.36,
"rate25": 373.91,
"rateMean": 389.01,
"rateMode": 377.79,
"rate75": 402.99,
"distribution": [
{
"rangeLabel": "350bps - 375bps",
"probPct": 27.21
},
{
"rangeLabel": "375bps - 400bps",
"probPct": 45.73
},
{
"rangeLabel": "400bps - 425bps",
"probPct": 21.41
},
{
"rangeLabel": "425bps - 450bps",
"probPct": 5.65
}
]
},
{
"windowStartIso": "2026-12-16",
"anchorRange": "350bps - 375bps",
"probCutPct": 6.94,
"probHikePct": 74.76,
"rate25": 374.76,
"rateMean": 402.98,
"rateMode": 380.27,
"rate75": 430.76,
"distribution": [
{
"rangeLabel": "325bps - 350bps",
"probPct": 5.09
},
{
"rangeLabel": "350bps - 375bps",
"probPct": 19.04
},
{
"rangeLabel": "375bps - 400bps",
"probPct": 24.57
},
{
"rangeLabel": "400bps - 425bps",
"probPct": 22.23
},
{
"rangeLabel": "425bps - 450bps",
"probPct": 18.38
},
{
"rangeLabel": "450bps - 475bps",
"probPct": 7.52
},
{
"rangeLabel": "475bps - 500bps",
"probPct": 2.16
},
{
"rangeLabel": "500bps - 525bps",
"probPct": 1.01
}
]
},
{
"windowStartIso": "2027-03-17",
"anchorRange": "350bps - 375bps",
"probCutPct": 12.73,
"probHikePct": 74.32,
"rate25": 373.96,
"rateMean": 408.93,
"rateMode": 397.83,
"rate75": 447.02,
"distribution": [
{
"rangeLabel": "225bps - 250bps",
"probPct": 0.55
},
{
"rangeLabel": "250bps - 275bps",
"probPct": 0.81
},
{
"rangeLabel": "275bps - 300bps",
"probPct": 1.1
},
{
"rangeLabel": "300bps - 325bps",
"probPct": 2.25
},
{
"rangeLabel": "325bps - 350bps",
"probPct": 6.3
},
{
"rangeLabel": "350bps - 375bps",
"probPct": 13.56
},
{
"rangeLabel": "375bps - 400bps",
"probPct": 19.03
},
{
"rangeLabel": "400bps - 425bps",
"probPct": 18.87
},
{
"rangeLabel": "425bps - 450bps",
"probPct": 15.35
},
{
"rangeLabel": "450bps - 475bps",
"probPct": 10.6
},
{
"rangeLabel": "475bps - 500bps",
"probPct": 5.95
},
{
"rangeLabel": "500bps - 525bps",
"probPct": 2.97
},
{
"rangeLabel": "525bps - 550bps",
"probPct": 1.62
},
{
"rangeLabel": "550bps - 575bps",
"probPct": 1.04
}
]
},
{
"windowStartIso": "2027-06-16",
"anchorRange": "350bps - 375bps",
"probCutPct": 19.16,
"probHikePct": 69.12,
"rate25": 363.67,
"rateMean": 407,
"rateMode": 400.61,
"rate75": 452.48,
"distribution": [
{
"rangeLabel": "150bps - 175bps",
"probPct": 0.39
},
{
"rangeLabel": "175bps - 200bps",
"probPct": 0.42
},
{
"rangeLabel": "200bps - 225bps",
"probPct": 0.56
},
{
"rangeLabel": "225bps - 250bps",
"probPct": 0.88
},
{
"rangeLabel": "250bps - 275bps",
"probPct": 1.41
},
{
"rangeLabel": "275bps - 300bps",
"probPct": 2.31
},
{
"rangeLabel": "300bps - 325bps",
"probPct": 4.1
},
{
"rangeLabel": "325bps - 350bps",
"probPct": 7.54
},
{
"rangeLabel": "350bps - 375bps",
"probPct": 12.3
},
{
"rangeLabel": "375bps - 400bps",
"probPct": 16.01
},
{
"rangeLabel": "400bps - 425bps",
"probPct": 16.15
},
{
"rangeLabel": "425bps - 450bps",
"probPct": 13.07
},
{
"rangeLabel": "450bps - 475bps",
"probPct": 9.11
},
{
"rangeLabel": "475bps - 500bps",
"probPct": 5.9
},
{
"rangeLabel": "500bps - 525bps",
"probPct": 3.73
},
{
"rangeLabel": "525bps - 550bps",
"probPct": 2.41
},
{
"rangeLabel": "550bps - 575bps",
"probPct": 1.65
},
{
"rangeLabel": "575bps - 600bps",
"probPct": 1.19
},
{
"rangeLabel": "600bps - 625bps",
"probPct": 0.86
}
]
},
{
"windowStartIso": "2027-09-15",
"anchorRange": null,
"probCutPct": null,
"probHikePct": null,
"rate25": 349.37,
"rateMean": 401.41,
"rateMode": 391.24,
"rate75": 451.98,
"distribution": []
},
{
"windowStartIso": "2027-12-15",
"anchorRange": null,
"probCutPct": null,
"probHikePct": null,
"rate25": 336.41,
"rateMean": 394.72,
"rateMode": 386.96,
"rate75": 448.58,
"distribution": []
},
{
"windowStartIso": "2028-03-15",
"anchorRange": null,
"probCutPct": null,
"probHikePct": null,
"rate25": 325.08,
"rateMean": 390.04,
"rateMode": 382.35,
"rate75": 450.08,
"distribution": []
},
{
"windowStartIso": "2028-06-21",
"anchorRange": null,
"probCutPct": null,
"probHikePct": null,
"rate25": 315.28,
"rateMean": 387.51,
"rateMode": 382.48,
"rate75": 451.82,
"distribution": []
},
{
"windowStartIso": "2028-09-20",
"anchorRange": null,
"probCutPct": null,
"probHikePct": null,
"rate25": 311.02,
"rateMean": 386.52,
"rateMode": 383.63,
"rate75": 452.56,
"distribution": []
},
{
"windowStartIso": "2028-12-20",
"anchorRange": null,
"probCutPct": null,
"probHikePct": null,
"rate25": 307.04,
"rateMean": 386.45,
"rateMode": 376.34,
"rate75": 454.85,
"distribution": []
},
{
"windowStartIso": "2029-03-21",
"anchorRange": null,
"probCutPct": null,
"probHikePct": null,
"rate25": 291.57,
"rateMean": 386.97,
"rateMode": 363.95,
"rate75": 461.23,
"distribution": []
},
{
"windowStartIso": "2029-06-20",
"anchorRange": null,
"probCutPct": null,
"probHikePct": null,
"rate25": 268.96,
"rateMean": 387,
"rateMode": 354.61,
"rate75": 506.12,
"distribution": []
}
]
}