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feat: remplace Atlanta Fed par des futures Euribor/SONIA réels pour EUR/GBP
- Retire l'onglet Atlanta Fed MPT (USD) : jugé sans valeur ajoutée réelle. - EUR/GBP n'avaient qu'un unique point synthétique (agrégat year-end InvestingLive) gonflé en fausses réunions plates à 0% sur Courbe/ Probabilités/Réunions — d'où l'aspect cassé. Investing.com n'a de Rate Monitor pré-calculé (comme pour la Fed) ni pour la BCE ni pour la BoE (404 confirmé), donc pas d'équivalent direct au pipeline USD. - Remplace ce point unique par un vrai scrape des futures Euribor 3M (Eurex) et Three-Month SONIA (ICE), cotés sur investing.com (delayed, gratuit, pas de login) : conversion prix→taux (100−prix), mapping sur le calendrier réel BCE/BoE (échéance la plus proche ≥ date de réunion, fenêtre de grâce de 60j au-delà du dernier contrat coté, sinon on s'arrête plutôt que d'inventer), probabilité approximée avec la convention bps/25 déjà utilisée pour le fallback InvestingLive. - Résolution plus grossière que l'USD (mensuelle EUR, trimestrielle GBP) et clairement étiquetée comme telle dans un footnote dédié. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
This commit is contained in:
caty21
co-authored by
Claude Sonnet 5
Claude Sonnet 5
parent
003ead0189
commit
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@@ -1,324 +0,0 @@
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{
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"updated_at": "2026-07-08",
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"source": "https://www.atlantafed.org/cenfis/market-probability-tracker",
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"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).",
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"asOf": "2026-07-07",
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"windows": [
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{
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"windowStartIso": "2026-09-16",
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{
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"rangeLabel": "350bps - 375bps",
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{
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"rangeLabel": "375bps - 400bps",
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{
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"rangeLabel": "400bps - 425bps",
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"rangeLabel": "425bps - 450bps",
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"probPct": 5.65
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}
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]
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"distribution": [
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{
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"rangeLabel": "325bps - 350bps",
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},
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{
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"rangeLabel": "350bps - 375bps",
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},
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{
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"rangeLabel": "375bps - 400bps",
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"probPct": 24.57
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},
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{
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"rangeLabel": "400bps - 425bps",
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"probPct": 22.23
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},
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{
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"rangeLabel": "425bps - 450bps",
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"probPct": 18.38
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},
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{
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"rangeLabel": "450bps - 475bps",
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"probPct": 7.52
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},
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"rangeLabel": "475bps - 500bps",
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},
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{
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"rangeLabel": "500bps - 525bps",
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"probPct": 1.01
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}
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]
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},
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{
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"windowStartIso": "2027-03-17",
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"probCutPct": 12.73,
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"distribution": [
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{
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"rangeLabel": "225bps - 250bps",
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"probPct": 0.55
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},
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{
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"rangeLabel": "250bps - 275bps",
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},
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{
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"rangeLabel": "275bps - 300bps",
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"probPct": 1.1
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},
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{
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"rangeLabel": "300bps - 325bps",
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"probPct": 2.25
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},
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{
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"rangeLabel": "325bps - 350bps",
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},
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{
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},
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{
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"rangeLabel": "375bps - 400bps",
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},
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{
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"rangeLabel": "400bps - 425bps",
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},
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{
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"rangeLabel": "425bps - 450bps",
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},
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{
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"rangeLabel": "450bps - 475bps",
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},
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{
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"rangeLabel": "475bps - 500bps",
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},
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{
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"rangeLabel": "500bps - 525bps",
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"probPct": 2.97
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},
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{
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"rangeLabel": "525bps - 550bps",
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"probPct": 1.62
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},
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{
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"rangeLabel": "550bps - 575bps",
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"probPct": 1.04
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}
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]
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},
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{
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"windowStartIso": "2027-06-16",
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"probHikePct": 69.12,
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"rateMean": 407,
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"distribution": [
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{
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"rangeLabel": "150bps - 175bps",
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"probPct": 0.39
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},
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{
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"rangeLabel": "175bps - 200bps",
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},
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{
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"rangeLabel": "200bps - 225bps",
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},
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{
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},
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{
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},
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{
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{
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},
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{
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"rangeLabel": "325bps - 350bps",
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"probPct": 7.54
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},
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{
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"rangeLabel": "350bps - 375bps",
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"probPct": 12.3
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},
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{
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"rangeLabel": "375bps - 400bps",
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"probPct": 16.01
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},
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{
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"rangeLabel": "400bps - 425bps",
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"probPct": 16.15
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},
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{
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"rangeLabel": "425bps - 450bps",
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"probPct": 13.07
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},
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{
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"rangeLabel": "450bps - 475bps",
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},
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{
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"rangeLabel": "475bps - 500bps",
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"probPct": 5.9
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{
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{
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{
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"rangeLabel": "550bps - 575bps",
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},
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{
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"rangeLabel": "575bps - 600bps",
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"probPct": 1.19
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},
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{
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"rangeLabel": "600bps - 625bps",
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"probPct": 0.86
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}
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]
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},
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{
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"windowStartIso": "2027-09-15",
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"distribution": []
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{
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"distribution": []
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{
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"distribution": []
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},
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{
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"windowStartIso": "2028-06-21",
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"distribution": []
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},
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{
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"windowStartIso": "2028-09-20",
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"rate25": 311.02,
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"distribution": []
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},
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{
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"windowStartIso": "2028-12-20",
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"rate25": 307.04,
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"distribution": []
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},
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{
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"windowStartIso": "2029-03-21",
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"rate75": 461.23,
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"distribution": []
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},
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{
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"windowStartIso": "2029-06-20",
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"rate25": 268.96,
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"distribution": []
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}
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]
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}
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@@ -1 +1 @@
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{"ts":1783590012160,"data":{"current":{"NZD":{"currency":"NZD","nextMeetingProbPct":82,"nextMeetingIsHike":true,"nextMeetingIsNoChange":false,"bpsYearEnd":62,"publishedDate":"2026-07-03"},"USD":{"currency":"USD","nextMeetingProbPct":17,"nextMeetingIsHike":false,"nextMeetingIsNoChange":true,"bpsYearEnd":30,"publishedDate":"2026-07-03"},"EUR":{"currency":"EUR","nextMeetingProbPct":28,"nextMeetingIsHike":false,"nextMeetingIsNoChange":true,"bpsYearEnd":24,"publishedDate":"2026-07-03"},"JPY":{"currency":"JPY","nextMeetingProbPct":1,"nextMeetingIsHike":false,"nextMeetingIsNoChange":true,"bpsYearEnd":20,"publishedDate":"2026-07-03"},"GBP":{"currency":"GBP","nextMeetingProbPct":7,"nextMeetingIsHike":false,"nextMeetingIsNoChange":true,"bpsYearEnd":18,"publishedDate":"2026-07-03"},"AUD":{"currency":"AUD","nextMeetingProbPct":15,"nextMeetingIsHike":false,"nextMeetingIsNoChange":true,"bpsYearEnd":10,"publishedDate":"2026-07-03"},"CAD":{"currency":"CAD","nextMeetingProbPct":9,"nextMeetingIsHike":false,"nextMeetingIsNoChange":true,"bpsYearEnd":8,"publishedDate":"2026-07-03"},"CHF":{"currency":"CHF","nextMeetingProbPct":4,"nextMeetingIsHike":false,"nextMeetingIsNoChange":true,"bpsYearEnd":5,"publishedDate":"2026-07-03"}},"prev":{"NZD":{"currency":"NZD","nextMeetingProbPct":62,"nextMeetingIsHike":true,"nextMeetingIsNoChange":false,"bpsYearEnd":55,"publishedDate":"2026-06-26"},"USD":{"currency":"USD","nextMeetingProbPct":30,"nextMeetingIsHike":true,"nextMeetingIsNoChange":false,"bpsYearEnd":31,"publishedDate":"2026-06-26"},"EUR":{"currency":"EUR","nextMeetingProbPct":31,"nextMeetingIsHike":false,"nextMeetingIsNoChange":true,"bpsYearEnd":27,"publishedDate":"2026-06-26"},"GBP":{"currency":"GBP","nextMeetingProbPct":14,"nextMeetingIsHike":false,"nextMeetingIsNoChange":true,"bpsYearEnd":20,"publishedDate":"2026-06-26"},"JPY":{"currency":"JPY","nextMeetingProbPct":3,"nextMeetingIsHike":false,"nextMeetingIsNoChange":true,"bpsYearEnd":19,"publishedDate":"2026-06-26"},"CAD":{"currency":"CAD","nextMeetingProbPct":4,"nextMeetingIsHike":false,"nextMeetingIsNoChange":true,"bpsYearEnd":18,"publishedDate":"2026-06-26"},"AUD":{"currency":"AUD","nextMeetingProbPct":13,"nextMeetingIsHike":false,"nextMeetingIsNoChange":true,"bpsYearEnd":8,"publishedDate":"2026-06-26"},"CHF":{"currency":"CHF","nextMeetingProbPct":6,"nextMeetingIsHike":false,"nextMeetingIsNoChange":true,"bpsYearEnd":5,"publishedDate":"2026-06-26"}},"prevDate":"2026-06-26"}}
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+120
-57
@@ -7,110 +7,110 @@
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{
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|
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{
|
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"meeting": "Sep 16",
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|
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||||
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|
||||
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|
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|
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|
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|
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|
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|
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|
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{
|
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|
||||
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|
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|
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|
||||
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|
||||
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|
||||
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|
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|
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|
||||
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|
||||
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{
|
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|
||||
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|
||||
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|
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||||
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|
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|
||||
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|
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|
||||
"meeting": "Jan 27",
|
||||
"meeting_iso": "2027-01-27",
|
||||
"implied_rate_post_meeting": 4.1638,
|
||||
"prob_move_pct": 88,
|
||||
"implied_rate_post_meeting": 4.1415,
|
||||
"prob_move_pct": 86,
|
||||
"prob_is_cut": false,
|
||||
"change_bps": 41.38000000000002,
|
||||
"num_moves": 1.6552000000000007
|
||||
"change_bps": 39.14999999999998,
|
||||
"num_moves": 1.5659999999999992
|
||||
},
|
||||
{
|
||||
"meeting": "Mar 17",
|
||||
"meeting_iso": "2027-03-17",
|
||||
"implied_rate_post_meeting": 4.2123,
|
||||
"prob_move_pct": 90,
|
||||
"implied_rate_post_meeting": 4.1949,
|
||||
"prob_move_pct": 89,
|
||||
"prob_is_cut": false,
|
||||
"change_bps": 46.22999999999999,
|
||||
"num_moves": 1.8491999999999995
|
||||
"change_bps": 44.48999999999997,
|
||||
"num_moves": 1.7795999999999987
|
||||
},
|
||||
{
|
||||
"meeting": "Apr 28",
|
||||
"meeting_iso": "2027-04-28",
|
||||
"implied_rate_post_meeting": 4.2278,
|
||||
"prob_move_pct": 91,
|
||||
"implied_rate_post_meeting": 4.207,
|
||||
"prob_move_pct": 89,
|
||||
"prob_is_cut": false,
|
||||
"change_bps": 47.78000000000002,
|
||||
"num_moves": 1.911200000000001
|
||||
"change_bps": 45.69999999999999,
|
||||
"num_moves": 1.8279999999999996
|
||||
},
|
||||
{
|
||||
"meeting": "Jun 9",
|
||||
"meeting_iso": "2027-06-09",
|
||||
"implied_rate_post_meeting": 4.2172,
|
||||
"prob_move_pct": 90,
|
||||
"implied_rate_post_meeting": 4.1903,
|
||||
"prob_move_pct": 88,
|
||||
"prob_is_cut": false,
|
||||
"change_bps": 46.720000000000006,
|
||||
"num_moves": 1.8688000000000002
|
||||
"change_bps": 44.02999999999997,
|
||||
"num_moves": 1.761199999999999
|
||||
},
|
||||
{
|
||||
"meeting": "Jul 28",
|
||||
"meeting_iso": "2027-07-28",
|
||||
"implied_rate_post_meeting": 4.1827,
|
||||
"prob_move_pct": 85,
|
||||
"implied_rate_post_meeting": 4.1616,
|
||||
"prob_move_pct": 84,
|
||||
"prob_is_cut": false,
|
||||
"change_bps": 43.26999999999997,
|
||||
"num_moves": 1.7307999999999988
|
||||
"change_bps": 41.16,
|
||||
"num_moves": 1.6463999999999999
|
||||
},
|
||||
{
|
||||
"meeting": "Sep 15",
|
||||
"meeting_iso": "2027-09-15",
|
||||
"implied_rate_post_meeting": 4.128,
|
||||
"prob_move_pct": 79,
|
||||
"implied_rate_post_meeting": 4.142,
|
||||
"prob_move_pct": 82,
|
||||
"prob_is_cut": false,
|
||||
"change_bps": 37.80000000000001,
|
||||
"num_moves": 1.5120000000000005
|
||||
"change_bps": 39.20000000000003,
|
||||
"num_moves": 1.5680000000000012
|
||||
},
|
||||
{
|
||||
"meeting": "Oct 27",
|
||||
"meeting_iso": "2027-10-27",
|
||||
"implied_rate_post_meeting": 4.0686,
|
||||
"prob_move_pct": 72,
|
||||
"implied_rate_post_meeting": 4.1072,
|
||||
"prob_move_pct": 77,
|
||||
"prob_is_cut": false,
|
||||
"change_bps": 31.86,
|
||||
"num_moves": 1.2744
|
||||
"change_bps": 35.71999999999997,
|
||||
"num_moves": 1.4287999999999987
|
||||
},
|
||||
{
|
||||
"meeting": "Dec 8",
|
||||
"meeting_iso": "2027-12-08",
|
||||
"implied_rate_post_meeting": 4.0492,
|
||||
"prob_move_pct": 70,
|
||||
"implied_rate_post_meeting": 4.0853,
|
||||
"prob_move_pct": 75,
|
||||
"prob_is_cut": false,
|
||||
"change_bps": 29.91999999999999,
|
||||
"num_moves": 1.1967999999999996
|
||||
"change_bps": 33.530000000000015,
|
||||
"num_moves": 1.3412000000000006
|
||||
}
|
||||
]
|
||||
}
|
||||
@@ -120,13 +120,40 @@
|
||||
"midpoint": 2.4,
|
||||
"rows": [
|
||||
{
|
||||
"meeting": "Dec",
|
||||
"meeting_iso": "2026-12-31",
|
||||
"implied_rate_post_meeting": 2.6399999999999997,
|
||||
"meeting": "Jul 23",
|
||||
"meeting_iso": "2026-07-23",
|
||||
"implied_rate_post_meeting": 2.47,
|
||||
"prob_move_pct": 28,
|
||||
"prob_is_cut": false,
|
||||
"change_bps": 24,
|
||||
"num_moves": 0.96
|
||||
"change_bps": 7,
|
||||
"num_moves": 0.28
|
||||
},
|
||||
{
|
||||
"meeting": "Sep 10",
|
||||
"meeting_iso": "2026-09-10",
|
||||
"implied_rate_post_meeting": 2.56,
|
||||
"prob_move_pct": 64,
|
||||
"prob_is_cut": false,
|
||||
"change_bps": 16,
|
||||
"num_moves": 0.64
|
||||
},
|
||||
{
|
||||
"meeting": "Oct 29",
|
||||
"meeting_iso": "2026-10-29",
|
||||
"implied_rate_post_meeting": 2.61,
|
||||
"prob_move_pct": 84,
|
||||
"prob_is_cut": false,
|
||||
"change_bps": 21,
|
||||
"num_moves": 0.84
|
||||
},
|
||||
{
|
||||
"meeting": "Dec 17",
|
||||
"meeting_iso": "2026-12-17",
|
||||
"implied_rate_post_meeting": 2.61,
|
||||
"prob_move_pct": 84,
|
||||
"prob_is_cut": false,
|
||||
"change_bps": 21,
|
||||
"num_moves": 0.84
|
||||
}
|
||||
]
|
||||
}
|
||||
@@ -136,10 +163,46 @@
|
||||
"midpoint": 3.75,
|
||||
"rows": [
|
||||
{
|
||||
"meeting": "Dec",
|
||||
"meeting_iso": "2026-12-31",
|
||||
"meeting": "Jul 30",
|
||||
"meeting_iso": "2026-07-30",
|
||||
"implied_rate_post_meeting": 3.77,
|
||||
"prob_move_pct": 8,
|
||||
"prob_is_cut": false,
|
||||
"change_bps": 2,
|
||||
"num_moves": 0.08
|
||||
},
|
||||
{
|
||||
"meeting": "Sep 17",
|
||||
"meeting_iso": "2026-09-17",
|
||||
"implied_rate_post_meeting": 3.93,
|
||||
"prob_move_pct": 7,
|
||||
"prob_move_pct": 72,
|
||||
"prob_is_cut": false,
|
||||
"change_bps": 18,
|
||||
"num_moves": 0.72
|
||||
},
|
||||
{
|
||||
"meeting": "Nov 5",
|
||||
"meeting_iso": "2026-11-05",
|
||||
"implied_rate_post_meeting": 3.93,
|
||||
"prob_move_pct": 72,
|
||||
"prob_is_cut": false,
|
||||
"change_bps": 18,
|
||||
"num_moves": 0.72
|
||||
},
|
||||
{
|
||||
"meeting": "Dec 17",
|
||||
"meeting_iso": "2026-12-17",
|
||||
"implied_rate_post_meeting": 3.93,
|
||||
"prob_move_pct": 72,
|
||||
"prob_is_cut": false,
|
||||
"change_bps": 18,
|
||||
"num_moves": 0.72
|
||||
},
|
||||
{
|
||||
"meeting": "Feb 4",
|
||||
"meeting_iso": "2027-02-04",
|
||||
"implied_rate_post_meeting": 3.93,
|
||||
"prob_move_pct": 72,
|
||||
"prob_is_cut": false,
|
||||
"change_bps": 18,
|
||||
"num_moves": 0.72
|
||||
@@ -228,7 +291,7 @@
|
||||
}
|
||||
}
|
||||
},
|
||||
"fetchedAt": "2026-07-09T08:20:31.516Z",
|
||||
"fetchedAt": "2026-07-09T09:45:09.636Z",
|
||||
"snapshots": [
|
||||
{
|
||||
"data": {
|
||||
|
||||
Reference in New Issue
Block a user