From e84e49eb4ad958a10ad43cf1d724851c04563b83 Mon Sep 17 00:00:00 2001 From: "github-actions[bot]" Date: Wed, 8 Jul 2026 15:11:23 +0000 Subject: [PATCH] chore: update rate-probabilities data [skip ci] --- data/rate-probabilities.json | 368 ++++++++++++++++++++++++++++++++++- 1 file changed, 366 insertions(+), 2 deletions(-) diff --git a/data/rate-probabilities.json b/data/rate-probabilities.json index 1d1e363..0b8f909 100644 --- a/data/rate-probabilities.json +++ b/data/rate-probabilities.json @@ -1,5 +1,370 @@ { "data": { + "USD": { + "today": { + "midpoint": 3.75, + "rows": [ + { + "meeting": "Dec", + "meeting_iso": "2026-12-31", + "implied_rate_post_meeting": 4.05, + "prob_move_pct": 17, + "prob_is_cut": false, + "change_bps": 30, + "num_moves": 1.2 + } + ] + } + }, + "EUR": { + "today": { + "midpoint": 2.4, + "rows": [ + { + "meeting": "Dec", + "meeting_iso": "2026-12-31", + "implied_rate_post_meeting": 2.6399999999999997, + "prob_move_pct": 28, + "prob_is_cut": false, + "change_bps": 24, + "num_moves": 0.96 + } + ] + } + }, + "GBP": { + "today": { + "midpoint": 3.75, + "rows": [ + { + "meeting": "Dec", + "meeting_iso": "2026-12-31", + "implied_rate_post_meeting": 3.93, + "prob_move_pct": 7, + "prob_is_cut": false, + "change_bps": 18, + "num_moves": 0.72 + } + ] + } + }, + "JPY": { + "today": { + "midpoint": 1, + "rows": [ + { + "meeting": "Dec", + "meeting_iso": "2026-12-31", + "implied_rate_post_meeting": 1.2, + "prob_move_pct": 1, + "prob_is_cut": false, + "change_bps": 20, + "num_moves": 0.8 + } + ] + } + }, + "CAD": { + "today": { + "midpoint": 2.25, + "rows": [ + { + "meeting": "Dec", + "meeting_iso": "2026-12-31", + "implied_rate_post_meeting": 2.33, + "prob_move_pct": 9, + "prob_is_cut": false, + "change_bps": 8, + "num_moves": 0.32 + } + ] + } + }, + "AUD": { + "today": { + "midpoint": 4.35, + "rows": [ + { + "meeting": "Dec", + "meeting_iso": "2026-12-31", + "implied_rate_post_meeting": 4.449999999999999, + "prob_move_pct": 15, + "prob_is_cut": false, + "change_bps": 10, + "num_moves": 0.4 + } + ] + } + }, + "NZD": { + "today": { + "midpoint": 2.5, + "rows": [ + { + "meeting": "Dec", + "meeting_iso": "2026-12-31", + "implied_rate_post_meeting": 3.12, + "prob_move_pct": 82, + "prob_is_cut": false, + "change_bps": 62, + "num_moves": 2.48 + } + ] + } + }, + "CHF": { + "today": { + "midpoint": 0, + "rows": [ + { + "meeting": "Dec", + "meeting_iso": "2026-12-31", + "implied_rate_post_meeting": 0.05, + "prob_move_pct": 4, + "prob_is_cut": false, + "change_bps": 5, + "num_moves": 0.2 + } + ] + } + } + }, + "fetchedAt": "2026-07-08T15:11:23.666Z", + "snapshots": [ + { + "data": { + "USD": { + "today": { + "midpoint": 3.75, + "rows": [ + { + "meeting": "Jul 29", + "meeting_iso": "2026-07-29", + "implied_rate_post_meeting": 3.7998, + "prob_move_pct": 20, + "prob_is_cut": false, + "change_bps": 4.979999999999984, + "num_moves": 0.19919999999999938 + }, + { + "meeting": "Sep 16", + "meeting_iso": "2026-09-16", + "implied_rate_post_meeting": 3.908, + "prob_move_pct": 55, + "prob_is_cut": false, + "change_bps": 15.799999999999992, + "num_moves": 0.6319999999999997 + }, + { + "meeting": "Oct 28", + "meeting_iso": "2026-10-28", + "implied_rate_post_meeting": 3.96, + "prob_move_pct": 64, + "prob_is_cut": false, + "change_bps": 20.999999999999996, + "num_moves": 0.8399999999999999 + }, + { + "meeting": "Dec 9", + "meeting_iso": "2026-12-09", + "implied_rate_post_meeting": 4.055, + "prob_move_pct": 78, + "prob_is_cut": false, + "change_bps": 30.49999999999997, + "num_moves": 1.2199999999999989 + }, + { + "meeting": "Jan 27", + "meeting_iso": "2027-01-27", + "implied_rate_post_meeting": 4.0851, + "prob_move_pct": 80, + "prob_is_cut": false, + "change_bps": 33.50999999999998, + "num_moves": 1.3403999999999991 + }, + { + "meeting": "Mar 17", + "meeting_iso": "2027-03-17", + "implied_rate_post_meeting": 4.1286, + "prob_move_pct": 84, + "prob_is_cut": false, + "change_bps": 37.85999999999996, + "num_moves": 1.5143999999999982 + }, + { + "meeting": "Apr 28", + "meeting_iso": "2027-04-28", + "implied_rate_post_meeting": 4.1322, + "prob_move_pct": 84, + "prob_is_cut": false, + "change_bps": 38.22000000000001, + "num_moves": 1.5288000000000006 + }, + { + "meeting": "Jun 9", + "meeting_iso": "2027-06-09", + "implied_rate_post_meeting": 4.1065, + "prob_move_pct": 80, + "prob_is_cut": false, + "change_bps": 35.64999999999996, + "num_moves": 1.4259999999999986 + }, + { + "meeting": "Jul 28", + "meeting_iso": "2027-07-28", + "implied_rate_post_meeting": 4.0895, + "prob_move_pct": 78, + "prob_is_cut": false, + "change_bps": 33.95000000000002, + "num_moves": 1.3580000000000008 + }, + { + "meeting": "Sep 15", + "meeting_iso": "2027-09-15", + "implied_rate_post_meeting": 4.0654, + "prob_move_pct": 75, + "prob_is_cut": false, + "change_bps": 31.540000000000035, + "num_moves": 1.2616000000000014 + }, + { + "meeting": "Oct 27", + "meeting_iso": "2027-10-27", + "implied_rate_post_meeting": 4.0297, + "prob_move_pct": 70, + "prob_is_cut": false, + "change_bps": 27.970000000000006, + "num_moves": 1.1188000000000002 + }, + { + "meeting": "Dec 8", + "meeting_iso": "2027-12-08", + "implied_rate_post_meeting": 4.0103, + "prob_move_pct": 67, + "prob_is_cut": false, + "change_bps": 26.029999999999998, + "num_moves": 1.0412 + } + ] + } + }, + "EUR": { + "today": { + "midpoint": 2.15, + "rows": [ + { + "meeting": "Dec", + "meeting_iso": "2026-12-31", + "implied_rate_post_meeting": 2.3899999999999997, + "prob_move_pct": 28, + "prob_is_cut": false, + "change_bps": 24, + "num_moves": 0.96 + } + ] + } + }, + "GBP": { + "today": { + "midpoint": 3.75, + "rows": [ + { + "meeting": "Dec", + "meeting_iso": "2026-12-31", + "implied_rate_post_meeting": 3.93, + "prob_move_pct": 7, + "prob_is_cut": false, + "change_bps": 18, + "num_moves": 0.72 + } + ] + } + }, + "JPY": { + "today": { + "midpoint": 0.75, + "rows": [ + { + "meeting": "Dec", + "meeting_iso": "2026-12-31", + "implied_rate_post_meeting": 0.95, + "prob_move_pct": 1, + "prob_is_cut": false, + "change_bps": 20, + "num_moves": 0.8 + } + ] + } + }, + "CAD": { + "today": { + "midpoint": 2.25, + "rows": [ + { + "meeting": "Dec", + "meeting_iso": "2026-12-31", + "implied_rate_post_meeting": 2.33, + "prob_move_pct": 9, + "prob_is_cut": false, + "change_bps": 8, + "num_moves": 0.32 + } + ] + } + }, + "AUD": { + "today": { + "midpoint": 4.35, + "rows": [ + { + "meeting": "Dec", + "meeting_iso": "2026-12-31", + "implied_rate_post_meeting": 4.449999999999999, + "prob_move_pct": 15, + "prob_is_cut": false, + "change_bps": 10, + "num_moves": 0.4 + } + ] + } + }, + "NZD": { + "today": { + "midpoint": 2.25, + "rows": [ + { + "meeting": "Dec", + "meeting_iso": "2026-12-31", + "implied_rate_post_meeting": 2.87, + "prob_move_pct": 82, + "prob_is_cut": false, + "change_bps": 62, + "num_moves": 2.48 + } + ] + } + }, + "CHF": { + "today": { + "midpoint": 0, + "rows": [ + { + "meeting": "Dec", + "meeting_iso": "2026-12-31", + "implied_rate_post_meeting": 0.05, + "prob_move_pct": 4, + "prob_is_cut": false, + "change_bps": 5, + "num_moves": 0.2 + } + ] + } + } + }, + "fetchedAt": "2026-07-03T12:51:24.776Z" + } + ], + "previousWeek": { "USD": { "today": { "midpoint": 3.75, @@ -228,6 +593,5 @@ } } }, - "fetchedAt": "2026-07-03T12:51:24.776Z", - "snapshots": [] + "previousWeekFetchedAt": "2026-07-03T12:51:24.776Z" } \ No newline at end of file