mirror of
https://github.com/caty21/forex-dashboard.git
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caty21
b82c680f83
- data/rate-probabilities.json: initial seed (6 CBs fresh from rateprobability.com) - lib/rateprobability.ts: fallback to cache file when live fetch fails (Vercel block) parseCBBody() reuses same parsing logic; cache valid 4h max - .github/scripts/fetch-rate-data.mjs: fetch script (run manually or via Actions) - HTTP status now logged for diagnostics Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4064 lines
121 KiB
JSON
4064 lines
121 KiB
JSON
{
|
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"data": {
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"USD": {
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"today": {
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"as_of": "2026-06-26",
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"run_date": "2026-06-27T08:00:59",
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"run_date_tz": "America/New_York",
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"current band": "3.50 - 3.75",
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|
"midpoint": 3.625,
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"most_recent_effr": 3.63,
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|
"last_sofr": 3.64,
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"sofr_effective_date": "2026-06-25",
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"effr_target_spread_bps": -0.5,
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"spread_is_frozen": false,
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"effr_is_stale": false,
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"assumed_move_bps": 25,
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"rows": [
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{
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"meeting": "Jul 29, 2026",
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"meeting_iso": "2026-07-29",
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"implied_rate_post_meeting": 3.643,
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"prob_move_pct": 7.38,
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"prob_is_cut": false,
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"num_moves": 0.07,
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"num_moves_is_cut": false,
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"change_bps": 1.8
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},
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{
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"meeting": "Sep 16, 2026",
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"meeting_iso": "2026-09-16",
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"implied_rate_post_meeting": 3.726,
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"prob_move_pct": 32.94,
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"prob_is_cut": false,
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"num_moves": 0.4,
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"num_moves_is_cut": false,
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"change_bps": 10.1
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},
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{
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"meeting": "Oct 28, 2026",
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"meeting_iso": "2026-10-28",
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"implied_rate_post_meeting": 3.804,
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"prob_move_pct": 31.4,
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"prob_is_cut": false,
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"num_moves": 0.72,
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"num_moves_is_cut": false,
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"change_bps": 17.9
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},
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{
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"meeting": "Dec 09, 2026",
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"meeting_iso": "2026-12-09",
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"implied_rate_post_meeting": 3.887,
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|
"prob_move_pct": 33.04,
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"prob_is_cut": false,
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"num_moves": 1.05,
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"num_moves_is_cut": false,
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"change_bps": 26.2
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},
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{
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"meeting": "Jan 27, 2027",
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"meeting_iso": "2027-01-27",
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"implied_rate_post_meeting": 3.938,
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"prob_move_pct": 20.3,
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"prob_is_cut": false,
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"num_moves": 1.25,
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"num_moves_is_cut": false,
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"change_bps": 31.3
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},
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{
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"meeting": "Mar 17, 2027",
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"meeting_iso": "2027-03-17",
|
|
"implied_rate_post_meeting": 3.977,
|
|
"prob_move_pct": 15.89,
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|
"prob_is_cut": false,
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"num_moves": 1.41,
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|
"num_moves_is_cut": false,
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|
"change_bps": 35.2
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|
},
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|
{
|
|
"meeting": "Apr 28, 2027",
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|
"meeting_iso": "2027-04-28",
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|
"implied_rate_post_meeting": 3.995,
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|
"prob_move_pct": 6.88,
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|
"prob_is_cut": false,
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"num_moves": 1.48,
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"num_moves_is_cut": false,
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"change_bps": 37
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},
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{
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"meeting": "Jun 09, 2027",
|
|
"meeting_iso": "2027-06-09",
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"implied_rate_post_meeting": 3.958,
|
|
"prob_move_pct": 14.47,
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"prob_is_cut": true,
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"num_moves": 1.33,
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"num_moves_is_cut": false,
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"change_bps": 33.3
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},
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{
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"meeting": "Jul 28, 2027",
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"meeting_iso": "2027-07-28",
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"implied_rate_post_meeting": 3.932,
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"prob_move_pct": 10.62,
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"prob_is_cut": true,
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"num_moves": 1.23,
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"num_moves_is_cut": false,
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"change_bps": 30.7
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},
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{
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"meeting": "Sep 15, 2027",
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"meeting_iso": "2027-09-15",
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"implied_rate_post_meeting": 3.93,
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"prob_move_pct": 0.86,
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"prob_is_cut": true,
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"num_moves": 1.22,
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"num_moves_is_cut": false,
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"change_bps": 30.5
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}
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],
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"debug": {
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"today_local": "2026-06-27",
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"tz": "America/New_York",
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"should_drop_first_meeting": false,
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"decision_confirmed": false,
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"first_upcoming_meeting": "2026-07-29",
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"meetings_computed": 10,
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"df_pillars_built": 26,
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"segments_approach": "df-window: DF from f(0,1M) anchor + monthly chain, log-linear interp (ACT/360)",
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"effective_date_rule": "next business day after FOMC announcement",
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"r0_source": "last_effr",
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"mw_policy_override_active": false,
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"mw_policy_implied_rate": null,
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"mw_anchor_overridden": false,
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"mw_anchor_original": 3.64,
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"mw_fwd_overrides_count": 0,
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"mw_next_meeting_iso": "2026-07-29"
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}
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},
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"targets": {
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"ago_1w": {
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"date": "2026-06-19"
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},
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"ago_3w": {
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"date": "2026-06-05"
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},
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"ago_6w": {
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"date": "2026-05-15"
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},
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"ago_10w": {
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"date": "2026-04-17"
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}
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},
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"ago_1w": {
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"rows": [
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{
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"meeting": "Jul 29, 2026",
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"meeting_iso": "2026-07-29",
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"implied_rate_post_meeting": 3.651,
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"change_bps": 2.6,
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"prob_move_pct": 10.45,
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"prob_is_cut": false,
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"num_moves": 0.1,
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"num_moves_is_cut": false
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},
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{
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"meeting": "Sep 16, 2026",
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"meeting_iso": "2026-09-16",
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"implied_rate_post_meeting": 3.738,
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"change_bps": 11.3,
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"prob_move_pct": 34.83,
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"prob_is_cut": false,
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"num_moves": 0.45,
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"num_moves_is_cut": false
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},
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{
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"meeting": "Oct 28, 2026",
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"meeting_iso": "2026-10-28",
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"implied_rate_post_meeting": 3.87,
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"change_bps": 24.5,
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"prob_move_pct": 52.71,
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"prob_is_cut": false,
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"num_moves": 0.98,
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"num_moves_is_cut": false
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},
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{
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"meeting": "Dec 09, 2026",
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"meeting_iso": "2026-12-09",
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"implied_rate_post_meeting": 3.938,
|
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"change_bps": 31.3,
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"prob_move_pct": 27.28,
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"prob_is_cut": false,
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"num_moves": 1.25,
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"num_moves_is_cut": false
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},
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{
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"meeting": "Jan 27, 2027",
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"meeting_iso": "2027-01-27",
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"implied_rate_post_meeting": 4.027,
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"change_bps": 40.2,
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|
"prob_move_pct": 35.35,
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"prob_is_cut": false,
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"num_moves": 1.61,
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"num_moves_is_cut": false
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},
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{
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"meeting": "Mar 17, 2027",
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"meeting_iso": "2027-03-17",
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|
"implied_rate_post_meeting": 4.06,
|
|
"change_bps": 43.5,
|
|
"prob_move_pct": 13.53,
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|
"prob_is_cut": false,
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|
"num_moves": 1.74,
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"num_moves_is_cut": false
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},
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{
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"meeting": "Apr 28, 2027",
|
|
"meeting_iso": "2027-04-28",
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|
"implied_rate_post_meeting": 4.101,
|
|
"change_bps": 47.6,
|
|
"prob_move_pct": 16.05,
|
|
"prob_is_cut": false,
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"num_moves": 1.9,
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"num_moves_is_cut": false
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},
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{
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"meeting": "Jun 09, 2027",
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"meeting_iso": "2027-06-09",
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"implied_rate_post_meeting": 4.085,
|
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"change_bps": 46,
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"prob_move_pct": 6.24,
|
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"prob_is_cut": true,
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"num_moves": 1.84,
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"num_moves_is_cut": false
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},
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{
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"meeting": "Jul 28, 2027",
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"meeting_iso": "2027-07-28",
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"implied_rate_post_meeting": 4.046,
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"change_bps": 42.1,
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"prob_move_pct": 15.75,
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"prob_is_cut": true,
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"num_moves": 1.68,
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"num_moves_is_cut": false
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},
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{
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"meeting": "Sep 15, 2027",
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"meeting_iso": "2027-09-15",
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"implied_rate_post_meeting": 4.057,
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"change_bps": 43.2,
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"prob_move_pct": 4.65,
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"prob_is_cut": false,
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"num_moves": 1.73,
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}
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],
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"requested_date": "2026-06-19",
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"used_date": "2026-06-19",
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"policy_rate": 3.625,
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"current_target": 3.625,
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"midpoint": 3.625,
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"current band": "3.50 - 3.75",
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"most_recent_effr": 3.63,
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"assumed_move_bps": 25,
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"label": "1w ago (2026-06-19)"
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},
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"ago_3w": {
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"rows": [
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{
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"meeting": "Jun 17, 2026",
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"meeting_iso": "2026-06-17",
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"implied_rate_post_meeting": 3.637,
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"change_bps": 1.2,
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"prob_move_pct": 4.87,
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"prob_is_cut": false,
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"num_moves": 0.05,
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},
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{
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"meeting": "Jul 29, 2026",
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"meeting_iso": "2026-07-29",
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"implied_rate_post_meeting": 3.662,
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"change_bps": 3.7,
|
|
"prob_move_pct": 9.93,
|
|
"prob_is_cut": false,
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"num_moves": 0.15,
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"num_moves_is_cut": false
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},
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{
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"meeting": "Sep 16, 2026",
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"meeting_iso": "2026-09-16",
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"implied_rate_post_meeting": 3.766,
|
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"change_bps": 14.1,
|
|
"prob_move_pct": 41.41,
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|
"prob_is_cut": false,
|
|
"num_moves": 0.56,
|
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"num_moves_is_cut": false
|
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},
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{
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|
"meeting": "Oct 28, 2026",
|
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"meeting_iso": "2026-10-28",
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"implied_rate_post_meeting": 3.766,
|
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"change_bps": 14.1,
|
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"prob_move_pct": 0,
|
|
"prob_is_cut": false,
|
|
"num_moves": 0.56,
|
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"num_moves_is_cut": false
|
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},
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{
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"meeting": "Dec 09, 2026",
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"meeting_iso": "2026-12-09",
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"implied_rate_post_meeting": 3.912,
|
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"change_bps": 28.7,
|
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"prob_move_pct": 58.44,
|
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"prob_is_cut": false,
|
|
"num_moves": 1.15,
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"num_moves_is_cut": false
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},
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{
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|
"meeting": "Jan 27, 2027",
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"meeting_iso": "2027-01-27",
|
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"implied_rate_post_meeting": 3.909,
|
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"change_bps": 28.4,
|
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"prob_move_pct": 1.03,
|
|
"prob_is_cut": true,
|
|
"num_moves": 1.14,
|
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"num_moves_is_cut": false
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},
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{
|
|
"meeting": "Mar 17, 2027",
|
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"meeting_iso": "2027-03-17",
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"implied_rate_post_meeting": 4.043,
|
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"change_bps": 41.8,
|
|
"prob_move_pct": 53.71,
|
|
"prob_is_cut": false,
|
|
"num_moves": 1.67,
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"num_moves_is_cut": false
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},
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{
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"meeting": "Apr 28, 2027",
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"meeting_iso": "2027-04-28",
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"implied_rate_post_meeting": 4.043,
|
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"change_bps": 41.8,
|
|
"prob_move_pct": 0,
|
|
"prob_is_cut": false,
|
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"num_moves": 1.67,
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"num_moves_is_cut": false
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},
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{
|
|
"meeting": "Jun 09, 2027",
|
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"meeting_iso": "2027-06-09",
|
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"implied_rate_post_meeting": 4.037,
|
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"change_bps": 41.2,
|
|
"prob_move_pct": 2.48,
|
|
"prob_is_cut": true,
|
|
"num_moves": 1.65,
|
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"num_moves_is_cut": false
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},
|
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{
|
|
"meeting": "Jul 28, 2027",
|
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"meeting_iso": "2027-07-28",
|
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"implied_rate_post_meeting": 4.095,
|
|
"change_bps": 47,
|
|
"prob_move_pct": 23.26,
|
|
"prob_is_cut": false,
|
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"num_moves": 1.88,
|
|
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}
|
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],
|
|
"requested_date": "2026-06-05",
|
|
"used_date": "2026-06-05",
|
|
"policy_rate": 3.625,
|
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"current_target": 3.625,
|
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"midpoint": 3.625,
|
|
"current band": "3.50 - 3.75",
|
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"most_recent_effr": 3.62,
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"assumed_move_bps": 25,
|
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"label": "3w ago (2026-06-05)"
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},
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"ago_6w": {
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"rows": [
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{
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"meeting": "Jun 17, 2026",
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"meeting_iso": "2026-06-17",
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"implied_rate_post_meeting": 3.615,
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"change_bps": -1,
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"prob_move_pct": 4,
|
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"prob_is_cut": true,
|
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"num_moves": 0.04,
|
|
"num_moves_is_cut": true
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},
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{
|
|
"meeting": "Jul 29, 2026",
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"meeting_iso": "2026-07-29",
|
|
"implied_rate_post_meeting": 3.63,
|
|
"change_bps": 0.5,
|
|
"prob_move_pct": 6,
|
|
"prob_is_cut": false,
|
|
"num_moves": 0.02,
|
|
"num_moves_is_cut": false
|
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},
|
|
{
|
|
"meeting": "Sep 16, 2026",
|
|
"meeting_iso": "2026-09-16",
|
|
"implied_rate_post_meeting": 3.67,
|
|
"change_bps": 4.5,
|
|
"prob_move_pct": 16,
|
|
"prob_is_cut": false,
|
|
"num_moves": 0.18,
|
|
"num_moves_is_cut": false
|
|
},
|
|
{
|
|
"meeting": "Oct 28, 2026",
|
|
"meeting_iso": "2026-10-28",
|
|
"implied_rate_post_meeting": 3.67,
|
|
"change_bps": 4.5,
|
|
"prob_move_pct": 0,
|
|
"prob_is_cut": false,
|
|
"num_moves": 0.18,
|
|
"num_moves_is_cut": false
|
|
},
|
|
{
|
|
"meeting": "Dec 09, 2026",
|
|
"meeting_iso": "2026-12-09",
|
|
"implied_rate_post_meeting": 3.785,
|
|
"change_bps": 16,
|
|
"prob_move_pct": 46,
|
|
"prob_is_cut": false,
|
|
"num_moves": 0.64,
|
|
"num_moves_is_cut": false
|
|
},
|
|
{
|
|
"meeting": "Jan 27, 2027",
|
|
"meeting_iso": "2027-01-27",
|
|
"implied_rate_post_meeting": 3.785,
|
|
"change_bps": 16,
|
|
"prob_move_pct": 0,
|
|
"prob_is_cut": false,
|
|
"num_moves": 0.64,
|
|
"num_moves_is_cut": false
|
|
},
|
|
{
|
|
"meeting": "Mar 17, 2027",
|
|
"meeting_iso": "2027-03-17",
|
|
"implied_rate_post_meeting": 3.895,
|
|
"change_bps": 27,
|
|
"prob_move_pct": 44,
|
|
"prob_is_cut": false,
|
|
"num_moves": 1.08,
|
|
"num_moves_is_cut": false
|
|
},
|
|
{
|
|
"meeting": "Apr 28, 2027",
|
|
"meeting_iso": "2027-04-28",
|
|
"implied_rate_post_meeting": 3.895,
|
|
"change_bps": 27,
|
|
"prob_move_pct": 0,
|
|
"prob_is_cut": false,
|
|
"num_moves": 1.08,
|
|
"num_moves_is_cut": false
|
|
}
|
|
],
|
|
"requested_date": "2026-05-15",
|
|
"used_date": "2026-05-15",
|
|
"policy_rate": 3.625,
|
|
"current_target": 3.625,
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|
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"label": "6w ago (2026-05-15)"
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},
|
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"ago_10w": {
|
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"rows": [
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{
|
|
"meeting": "Apr 29, 2026",
|
|
"meeting_iso": "2026-04-29",
|
|
"implied_rate_post_meeting": 3.63,
|
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"change_bps": 0.5,
|
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"prob_move_pct": 2,
|
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|
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"num_moves": 0.02,
|
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|
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},
|
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{
|
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"meeting": "Jun 17, 2026",
|
|
"meeting_iso": "2026-06-17",
|
|
"implied_rate_post_meeting": 3.618,
|
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|
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|
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|
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"num_moves": 0.03,
|
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|
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},
|
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{
|
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"meeting": "Jul 29, 2026",
|
|
"meeting_iso": "2026-07-29",
|
|
"implied_rate_post_meeting": 3.585,
|
|
"change_bps": -4,
|
|
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|
|
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|
|
"num_moves": 0.16,
|
|
"num_moves_is_cut": true
|
|
},
|
|
{
|
|
"meeting": "Sep 16, 2026",
|
|
"meeting_iso": "2026-09-16",
|
|
"implied_rate_post_meeting": 3.542,
|
|
"change_bps": -8.3,
|
|
"prob_move_pct": 17.14,
|
|
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|
|
"num_moves": 0.33,
|
|
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|
|
},
|
|
{
|
|
"meeting": "Oct 28, 2026",
|
|
"meeting_iso": "2026-10-28",
|
|
"implied_rate_post_meeting": 3.51,
|
|
"change_bps": -11.5,
|
|
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|
|
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|
|
"num_moves": 0.46,
|
|
"num_moves_is_cut": true
|
|
},
|
|
{
|
|
"meeting": "Dec 09, 2026",
|
|
"meeting_iso": "2026-12-09",
|
|
"implied_rate_post_meeting": 3.465,
|
|
"change_bps": -16,
|
|
"prob_move_pct": 18,
|
|
"prob_is_cut": true,
|
|
"num_moves": 0.64,
|
|
"num_moves_is_cut": true
|
|
},
|
|
{
|
|
"meeting": "Jan 27, 2027",
|
|
"meeting_iso": "2027-01-27",
|
|
"implied_rate_post_meeting": 3.465,
|
|
"change_bps": -16,
|
|
"prob_move_pct": 0,
|
|
"prob_is_cut": false,
|
|
"num_moves": 0.64,
|
|
"num_moves_is_cut": true
|
|
},
|
|
{
|
|
"meeting": "Mar 17, 2027",
|
|
"meeting_iso": "2027-03-17",
|
|
"implied_rate_post_meeting": 3.43,
|
|
"change_bps": -19.5,
|
|
"prob_move_pct": 14,
|
|
"prob_is_cut": true,
|
|
"num_moves": 0.78,
|
|
"num_moves_is_cut": true
|
|
}
|
|
],
|
|
"requested_date": "2026-04-17",
|
|
"used_date": "2026-04-17",
|
|
"policy_rate": 3.625,
|
|
"current_target": 3.625,
|
|
"midpoint": 3.625,
|
|
"current band": "3.50 - 3.75",
|
|
"most_recent_effr": 3.64,
|
|
"assumed_move_bps": 25,
|
|
"label": "10w ago (2026-04-17)"
|
|
},
|
|
"compare": {
|
|
"x": [
|
|
"2026-07-29",
|
|
"2026-09-16",
|
|
"2026-10-28",
|
|
"2026-12-09",
|
|
"2027-01-27",
|
|
"2027-03-17",
|
|
"2027-04-28",
|
|
"2027-06-09",
|
|
"2027-07-28",
|
|
"2027-09-15"
|
|
],
|
|
"x_labels": [
|
|
"Jul 29, 2026",
|
|
"Sep 16, 2026",
|
|
"Oct 28, 2026",
|
|
"Dec 09, 2026",
|
|
"Jan 27, 2027",
|
|
"Mar 17, 2027",
|
|
"Apr 28, 2027",
|
|
"Jun 09, 2027",
|
|
"Jul 28, 2027",
|
|
"Sep 15, 2027"
|
|
],
|
|
"as_of": "2026-06-26",
|
|
"midpoint": 3.625,
|
|
"current band": "3.50 - 3.75",
|
|
"most_recent_effr": 3.63,
|
|
"last_sofr": 3.64,
|
|
"assumed_move_bps": 25,
|
|
"lines": [
|
|
{
|
|
"key": "1w",
|
|
"label": "1w ago (2026-06-19)",
|
|
"current": 3.625,
|
|
"values": [
|
|
3.651,
|
|
3.738,
|
|
3.87,
|
|
3.938,
|
|
4.027,
|
|
4.06,
|
|
4.101,
|
|
4.085,
|
|
4.046,
|
|
4.057
|
|
],
|
|
"used_date": "2026-06-19",
|
|
"requested_date": "2026-06-19"
|
|
},
|
|
{
|
|
"key": "3w",
|
|
"label": "3w ago (2026-06-05)",
|
|
"current": 3.625,
|
|
"values": [
|
|
3.662,
|
|
3.766,
|
|
3.766,
|
|
3.912,
|
|
3.909,
|
|
4.043,
|
|
4.043,
|
|
4.037,
|
|
4.095,
|
|
null
|
|
],
|
|
"used_date": "2026-06-05",
|
|
"requested_date": "2026-06-05"
|
|
},
|
|
{
|
|
"key": "6w",
|
|
"label": "6w ago (2026-05-15)",
|
|
"current": 3.625,
|
|
"values": [
|
|
3.63,
|
|
3.67,
|
|
3.67,
|
|
3.785,
|
|
3.785,
|
|
3.895,
|
|
3.895,
|
|
null,
|
|
null,
|
|
null
|
|
],
|
|
"used_date": "2026-05-15",
|
|
"requested_date": "2026-05-15"
|
|
},
|
|
{
|
|
"key": "10w",
|
|
"label": "10w ago (2026-04-17)",
|
|
"current": 3.625,
|
|
"values": [
|
|
3.585,
|
|
3.542,
|
|
3.51,
|
|
3.465,
|
|
3.465,
|
|
3.43,
|
|
null,
|
|
null,
|
|
null,
|
|
null
|
|
],
|
|
"used_date": "2026-04-17",
|
|
"requested_date": "2026-04-17"
|
|
}
|
|
]
|
|
},
|
|
"api_version": 1,
|
|
"generated_at_utc": "2026-06-27T12:01:03.046Z"
|
|
},
|
|
"EUR": {
|
|
"today": {
|
|
"as_of": "2026-06-26T12:30:01",
|
|
"run_date": "2026-06-27T08:00:19",
|
|
"timezone": "EDT",
|
|
"ecb_deposit_facility": 2.25,
|
|
"ecb_main_refinancing": 2.4,
|
|
"ecb_marginal_lending": 2.65,
|
|
"estr_last_rate": 2.183,
|
|
"depo_spread_bps": 6.7,
|
|
"spread_is_frozen": false,
|
|
"estr_is_stale": false,
|
|
"assumed_move_bps": 25,
|
|
"rows": [
|
|
{
|
|
"meeting": "Jul 23, 2026",
|
|
"meeting_iso": "2026-07-23",
|
|
"implied_rate_post_meeting": 2.256,
|
|
"prob_move_pct": 2.36,
|
|
"prob_is_cut": false,
|
|
"num_moves": 0.02,
|
|
"num_moves_is_cut": false,
|
|
"change_bps": 0.6,
|
|
"effective_iso": "2026-07-29",
|
|
"effective_is_estimated": false
|
|
},
|
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{
|
|
"meeting": "Sep 10, 2026",
|
|
"meeting_iso": "2026-09-10",
|
|
"implied_rate_post_meeting": 2.295,
|
|
"prob_move_pct": 15.71,
|
|
"prob_is_cut": false,
|
|
"num_moves": 0.18,
|
|
"num_moves_is_cut": false,
|
|
"change_bps": 4.5,
|
|
"effective_iso": "2026-09-16",
|
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"effective_is_estimated": false
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},
|
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{
|
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"meeting": "Oct 29, 2026",
|
|
"meeting_iso": "2026-10-29",
|
|
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|
|
"prob_move_pct": 42.62,
|
|
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|
|
"num_moves": 0.61,
|
|
"num_moves_is_cut": false,
|
|
"change_bps": 15.2,
|
|
"effective_iso": "2026-11-04",
|
|
"effective_is_estimated": false
|
|
},
|
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{
|
|
"meeting": "Dec 17, 2026",
|
|
"meeting_iso": "2026-12-17",
|
|
"implied_rate_post_meeting": 2.449,
|
|
"prob_move_pct": 18.81,
|
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|
|
"num_moves": 0.79,
|
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|
|
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|
|
"effective_iso": "2026-12-23",
|
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"effective_is_estimated": false
|
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},
|
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{
|
|
"meeting": "Feb 04, 2027",
|
|
"meeting_iso": "2027-02-04",
|
|
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|
|
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|
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|
|
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|
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|
|
"effective_iso": "2027-02-10",
|
|
"effective_is_estimated": true
|
|
},
|
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{
|
|
"meeting": "Mar 18, 2027",
|
|
"meeting_iso": "2027-03-18",
|
|
"implied_rate_post_meeting": 2.516,
|
|
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|
|
"prob_is_cut": false,
|
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|
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|
|
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"effective_iso": "2027-03-24",
|
|
"effective_is_estimated": true
|
|
},
|
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{
|
|
"meeting": "Apr 29, 2027",
|
|
"meeting_iso": "2027-04-29",
|
|
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|
|
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|
|
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|
|
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|
|
"num_moves_is_cut": false,
|
|
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|
|
"effective_iso": "2027-05-05",
|
|
"effective_is_estimated": true
|
|
},
|
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{
|
|
"meeting": "Jun 10, 2027",
|
|
"meeting_iso": "2027-06-10",
|
|
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|
|
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|
|
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|
|
"num_moves": 1.07,
|
|
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|
|
"change_bps": 26.8,
|
|
"effective_iso": "2027-06-16",
|
|
"effective_is_estimated": true
|
|
},
|
|
{
|
|
"meeting": "Jul 22, 2027",
|
|
"meeting_iso": "2027-07-22",
|
|
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|
|
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|
|
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|
|
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|
|
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|
|
"change_bps": 25,
|
|
"effective_iso": "2027-07-28",
|
|
"effective_is_estimated": true
|
|
},
|
|
{
|
|
"meeting": "Sep 09, 2027",
|
|
"meeting_iso": "2027-09-09",
|
|
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|
|
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|
|
"prob_is_cut": false,
|
|
"num_moves": 1.04,
|
|
"num_moves_is_cut": false,
|
|
"change_bps": 26,
|
|
"effective_iso": "2027-09-15",
|
|
"effective_is_estimated": true
|
|
}
|
|
],
|
|
"debug": {
|
|
"today_local": "2026-06-27",
|
|
"tz": "Europe/Paris",
|
|
"should_drop_first_meeting": false,
|
|
"decision_confirmed": false,
|
|
"first_upcoming_meeting": "2026-07-23",
|
|
"meetings_computed": 10,
|
|
"df_pillars_built": 32,
|
|
"segments_approach": "df-window: DF from f(0,1M) anchor + monthly chain, log-linear interp (ACT/360)",
|
|
"rmp_effective_dates_available": 5,
|
|
"effective_date_rule": "RMP start_iso (from ecb_rmp_schedule), fallback: next Wednesday after meeting",
|
|
"r0_source": "last_estr",
|
|
"mw_policy_override_active": false,
|
|
"mw_policy_implied_rate": null,
|
|
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|
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|
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"mw_next_meeting_iso": "2026-07-23"
|
|
}
|
|
},
|
|
"targets": {
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"ago_1w": {
|
|
"date": "2026-06-19"
|
|
},
|
|
"ago_3w": {
|
|
"date": "2026-06-05"
|
|
},
|
|
"ago_6w": {
|
|
"date": "2026-05-15"
|
|
},
|
|
"ago_10w": {
|
|
"date": "2026-04-17"
|
|
}
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},
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{
|
|
"meeting": "Jul 23, 2026",
|
|
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|
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|
|
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|
|
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|
|
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|
|
"num_moves": 0.06,
|
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|
|
},
|
|
{
|
|
"meeting": "Sep 10, 2026",
|
|
"meeting_iso": "2026-09-10",
|
|
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|
|
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|
|
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|
|
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|
|
"num_moves": 0.27,
|
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},
|
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{
|
|
"meeting": "Oct 29, 2026",
|
|
"meeting_iso": "2026-10-29",
|
|
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|
|
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|
|
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|
|
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|
|
"num_moves": 0.92,
|
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"num_moves_is_cut": false
|
|
},
|
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{
|
|
"meeting": "Dec 17, 2026",
|
|
"meeting_iso": "2026-12-17",
|
|
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|
|
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|
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|
|
"prob_is_cut": false,
|
|
"num_moves": 1.14,
|
|
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|
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},
|
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{
|
|
"meeting": "Feb 04, 2027",
|
|
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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": "Mar 18, 2027",
|
|
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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": "Apr 29, 2027",
|
|
"meeting_iso": "2027-04-29",
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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": "Jun 10, 2027",
|
|
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},
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{
|
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"meeting": "Jul 22, 2027",
|
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|
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},
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{
|
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"meeting": "Sep 09, 2027",
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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": "Jul 29, 2027",
|
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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": "Sep 16, 2027",
|
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|
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|
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|
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|
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|
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"tz": "Europe/London",
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"effective_date_rule": "T+0 (same day as announcement)",
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"ago_1w": {
|
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"date": "2026-06-19"
|
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},
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|
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"date": "2026-06-05"
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|
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"date": "2026-05-15"
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},
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|
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"date": "2026-04-17"
|
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|
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|
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|
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|
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"meeting": "Sep 17, 2026",
|
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|
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|
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|
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"meeting": "Nov 05, 2026",
|
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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": "Feb 04, 2027",
|
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|
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|
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{
|
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"meeting": "Mar 18, 2027",
|
|
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|
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|
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|
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"meeting": "Apr 29, 2027",
|
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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": "Jul 29, 2027",
|
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"meeting_iso": "2027-07-29",
|
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|
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|
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"meeting": "Sep 16, 2027",
|
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{
|
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|
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|
|
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"2026-12-17",
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"2027-02-04",
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"2027-03-18",
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"2027-04-29",
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"2027-06-17",
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"2027-07-29",
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"2027-09-16"
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"Jul 30, 2026",
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"Sep 17, 2026",
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"Nov 05, 2026",
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"Dec 17, 2026",
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"Feb 04, 2027",
|
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"Mar 18, 2027",
|
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"Apr 29, 2027",
|
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"Jun 17, 2027",
|
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"Jul 29, 2027",
|
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"Sep 16, 2027"
|
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],
|
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{
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|
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3.762,
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3.806,
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3.907,
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3.999,
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4.099,
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4.149,
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4.21,
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4.239,
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4.207,
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4.241
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],
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{
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3.849,
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4.008,
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4.152,
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4.176,
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4.27,
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4.305,
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4.323,
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4.289,
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4.346,
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null
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},
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{
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"key": "6w",
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3.954,
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4.062,
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4.19,
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4.231,
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4.313,
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4.292,
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4.305,
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null,
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null,
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null
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],
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"used_date": "2026-05-15",
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},
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{
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"key": "10w",
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3.924,
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3.978,
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4.014,
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4.012,
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4.01,
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3.994,
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null,
|
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null,
|
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null,
|
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null
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],
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}
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]
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},
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},
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"JPY": {
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"today": {
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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": "Dec 18, 2026",
|
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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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{
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{
|
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"meeting": "Oct 30, 2026",
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{
|
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{
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{
|
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"meeting": "Mar 19, 2027*",
|
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|
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{
|
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"meeting": "Apr 30, 2027*",
|
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"meeting_iso": "2027-04-30",
|
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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_iso": "2026-04-28",
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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": "Sep 18, 2026",
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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": "Dec 18, 2026",
|
|
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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 22, 2027*",
|
|
"meeting_iso": "2027-01-22",
|
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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": "Mar 19, 2027*",
|
|
"meeting_iso": "2027-03-19",
|
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|
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|
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}
|
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|
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|
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"label": "10w ago (2026-04-17)"
|
|
},
|
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"compare": {
|
|
"x": [
|
|
"2026-07-31",
|
|
"2026-09-18",
|
|
"2026-10-30",
|
|
"2026-12-18",
|
|
"2027-01-22",
|
|
"2027-03-19",
|
|
"2027-04-30",
|
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"2027-06-18",
|
|
"2027-07-30",
|
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"2027-09-17"
|
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],
|
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"x_labels": [
|
|
"Jul 31, 2026",
|
|
"Sep 18, 2026",
|
|
"Oct 30, 2026",
|
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"Dec 18, 2026",
|
|
"Jan 22, 2027*",
|
|
"Mar 19, 2027*",
|
|
"Apr 30, 2027*",
|
|
"Jun 18, 2027*",
|
|
"Jul 30, 2027*",
|
|
"Sep 17, 2027*"
|
|
],
|
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"as_of": "2026-06-26 15:59:29 EDT",
|
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"current_target": 1,
|
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"last_tona": 0.977,
|
|
"assumed_move_bps": 25,
|
|
"lines": [
|
|
{
|
|
"key": "1w",
|
|
"label": "1w ago (2026-06-19)",
|
|
"current": null,
|
|
"values": [
|
|
1.002,
|
|
1.008,
|
|
1.08,
|
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1.143,
|
|
1.254,
|
|
1.296,
|
|
1.354,
|
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1.426,
|
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1.493,
|
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1.55
|
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],
|
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"used_date": "2026-06-19",
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"requested_date": "2026-06-19"
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},
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{
|
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"key": "3w",
|
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"label": "3w ago (2026-06-05)",
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"current": null,
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"values": [
|
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0.991,
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1.051,
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1.125,
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1.228,
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1.228,
|
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1.332,
|
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1.332,
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1.486,
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1.486,
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null
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],
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"used_date": "2026-06-05",
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"requested_date": "2026-06-05"
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},
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{
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"key": "6w",
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"label": "6w ago (2026-05-15)",
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"current": null,
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"values": [
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0.974,
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1.069,
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1.162,
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1.237,
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1.332,
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1.408,
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1.508,
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null,
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null,
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null
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],
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"used_date": "2026-05-15",
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"requested_date": "2026-05-15"
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},
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{
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"key": "10w",
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"label": "10w ago (2026-04-17)",
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"current": null,
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|
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1.016,
|
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1.08,
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1.163,
|
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1.247,
|
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1.337,
|
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1.385,
|
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null,
|
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null,
|
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null,
|
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null
|
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],
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"used_date": "2026-04-17",
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"requested_date": "2026-04-17"
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}
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]
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},
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"api_version": 1,
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"generated_at_utc": "2026-06-27T12:00:20.489Z"
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},
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"CAD": {
|
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"today": {
|
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"as_of": "2026-06-26 17:10:09 EDT",
|
|
"rundate": "2026-06-27 08:00:09 EDT",
|
|
"timezone": "EDT",
|
|
"Overnight Rate Target": 2.25,
|
|
"Deposit Rate": 2.2,
|
|
"Bank Rate": 2.5,
|
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"Last CORRA": 2.31,
|
|
"corra_target_spread_bps": -6,
|
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"eq_spread_bps": -1.87,
|
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"spread_is_frozen": false,
|
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"corra_is_stale": false,
|
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"assumed_move_bps": 25,
|
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"rows": [
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{
|
|
"meeting": "Jul 15, 2026",
|
|
"meeting_iso": "2026-07-15",
|
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"implied_rate_post_meeting": 2.26,
|
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"prob_move_pct": 4.14,
|
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"prob_is_cut": false,
|
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"num_moves": 0.04,
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"num_moves_is_cut": false,
|
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"change_bps": 1
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},
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{
|
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"meeting": "Sep 02, 2026",
|
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"meeting_iso": "2026-09-02",
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"implied_rate_post_meeting": 2.26,
|
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"prob_move_pct": 0.05,
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"prob_is_cut": true,
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"num_moves": 0.04,
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"num_moves_is_cut": false,
|
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"change_bps": 1
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},
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{
|
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"meeting": "Oct 28, 2026",
|
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"meeting_iso": "2026-10-28",
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"implied_rate_post_meeting": 2.28,
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"prob_is_cut": false,
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"num_moves": 0.12,
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"num_moves_is_cut": false,
|
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"change_bps": 3
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},
|
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{
|
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"meeting": "Dec 09, 2026",
|
|
"meeting_iso": "2026-12-09",
|
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"implied_rate_post_meeting": 2.342,
|
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"prob_move_pct": 24.76,
|
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"prob_is_cut": false,
|
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"num_moves": 0.37,
|
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"num_moves_is_cut": false,
|
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"change_bps": 9.2
|
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},
|
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{
|
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"meeting": "Jan 20, 2027*",
|
|
"meeting_iso": "2027-01-20",
|
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"implied_rate_post_meeting": 2.387,
|
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"prob_move_pct": 18.2,
|
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|
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"num_moves": 0.55,
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"num_moves_is_cut": false,
|
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"change_bps": 13.7
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},
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{
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"meeting": "Mar 03, 2027*",
|
|
"meeting_iso": "2027-03-03",
|
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"implied_rate_post_meeting": 2.46,
|
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|
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"prob_is_cut": false,
|
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"num_moves": 0.84,
|
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"num_moves_is_cut": false,
|
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"change_bps": 21
|
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},
|
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{
|
|
"meeting": "Apr 14, 2027*",
|
|
"meeting_iso": "2027-04-14",
|
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"implied_rate_post_meeting": 2.534,
|
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"prob_move_pct": 29.77,
|
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"prob_is_cut": false,
|
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"num_moves": 1.14,
|
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"num_moves_is_cut": false,
|
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|
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},
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{
|
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"meeting": "May 26, 2027*",
|
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"meeting_iso": "2027-05-26",
|
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|
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"prob_is_cut": false,
|
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"num_moves": 1.47,
|
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"num_moves_is_cut": false,
|
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"change_bps": 36.7
|
|
},
|
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{
|
|
"meeting": "Jul 07, 2027*",
|
|
"meeting_iso": "2027-07-07",
|
|
"implied_rate_post_meeting": 2.657,
|
|
"prob_move_pct": 15.81,
|
|
"prob_is_cut": false,
|
|
"num_moves": 1.63,
|
|
"num_moves_is_cut": false,
|
|
"change_bps": 40.7
|
|
},
|
|
{
|
|
"meeting": "Aug 18, 2027*",
|
|
"meeting_iso": "2027-08-18",
|
|
"implied_rate_post_meeting": 2.704,
|
|
"prob_move_pct": 19.17,
|
|
"prob_is_cut": false,
|
|
"num_moves": 1.82,
|
|
"num_moves_is_cut": false,
|
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"change_bps": 45.4
|
|
}
|
|
],
|
|
"debug": {
|
|
"today_local": "2026-06-27",
|
|
"tz": "America/Toronto",
|
|
"should_drop_first_meeting": false,
|
|
"drop_applied": false,
|
|
"first_upcoming_meeting": "2026-07-15",
|
|
"meetings_computed": 10,
|
|
"df_pillars_built": 26,
|
|
"segments_approach": "df-window: DF from f(0,1M) anchor + monthly chain, log-linear interp (ACT/365)",
|
|
"effective_date_rule": "T+1 next business day",
|
|
"r0_source": "last_corra",
|
|
"spread_approach": "equilibrium: EQ_SPREAD_BPS=-1.87 (12-mo mean; spot spread diagnostic only)",
|
|
"mw_policy_override_active": false,
|
|
"mw_policy_implied_rate": null,
|
|
"mw_anchor_overridden": false,
|
|
"mw_anchor_original": 2.279,
|
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"mw_fwd_overrides_count": 0,
|
|
"mw_next_meeting_iso": "2026-07-15"
|
|
}
|
|
},
|
|
"targets": {
|
|
"ago_1w": {
|
|
"date": "2026-06-19"
|
|
},
|
|
"ago_3w": {
|
|
"date": "2026-06-05"
|
|
},
|
|
"ago_6w": {
|
|
"date": "2026-05-15"
|
|
},
|
|
"ago_10w": {
|
|
"date": "2026-04-17"
|
|
}
|
|
},
|
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"ago_1w": {
|
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"rows": [
|
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{
|
|
"meeting": "Jul 15, 2026",
|
|
"meeting_iso": "2026-07-15",
|
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"implied_rate_post_meeting": 2.223,
|
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"change_bps": -2.7,
|
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"prob_move_pct": 10.84,
|
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"prob_is_cut": true,
|
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"num_moves": 0.11,
|
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|
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},
|
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{
|
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"meeting": "Sep 02, 2026",
|
|
"meeting_iso": "2026-09-02",
|
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"implied_rate_post_meeting": 2.234,
|
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|
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|
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"num_moves": 0.06,
|
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"num_moves_is_cut": true
|
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},
|
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{
|
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"meeting": "Oct 28, 2026",
|
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"meeting_iso": "2026-10-28",
|
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|
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|
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"num_moves": 0.04,
|
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"num_moves_is_cut": false
|
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},
|
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{
|
|
"meeting": "Dec 09, 2026",
|
|
"meeting_iso": "2026-12-09",
|
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"implied_rate_post_meeting": 2.323,
|
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"change_bps": 7.3,
|
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"prob_move_pct": 25.05,
|
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"prob_is_cut": false,
|
|
"num_moves": 0.29,
|
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"num_moves_is_cut": false
|
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},
|
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{
|
|
"meeting": "Jan 20, 2027*",
|
|
"meeting_iso": "2027-01-20",
|
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"implied_rate_post_meeting": 2.391,
|
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"change_bps": 14.1,
|
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"prob_move_pct": 27.21,
|
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"prob_is_cut": false,
|
|
"num_moves": 0.57,
|
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"num_moves_is_cut": false
|
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},
|
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{
|
|
"meeting": "Mar 03, 2027*",
|
|
"meeting_iso": "2027-03-03",
|
|
"implied_rate_post_meeting": 2.485,
|
|
"change_bps": 23.5,
|
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"prob_move_pct": 37.36,
|
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"prob_is_cut": false,
|
|
"num_moves": 0.94,
|
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"num_moves_is_cut": false
|
|
},
|
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{
|
|
"meeting": "Apr 14, 2027*",
|
|
"meeting_iso": "2027-04-14",
|
|
"implied_rate_post_meeting": 2.545,
|
|
"change_bps": 29.5,
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"prob_move_pct": 24.18,
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|
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"Jan 20, 2027*",
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"Mar 03, 2027*",
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"Apr 14, 2027*",
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"May 26, 2027*",
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"Jul 07, 2027*",
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2.223,
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2.234,
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2.261,
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2.323,
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2.391,
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2.485,
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2.545,
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2.639,
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2.663,
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2.739
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2.308,
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2.616,
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2.727,
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2.822,
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2.822,
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2.907,
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null
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3.06,
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3.11,
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3.161,
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3.204,
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null,
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null,
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null
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2.245,
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2.437,
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2.589,
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2.651,
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2.691,
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2.726,
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null,
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null,
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null,
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null
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},
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{
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"meeting": "Dec 08, 2026",
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},
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{
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"meeting": "Feb 09, 2027",
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"meeting_iso": "2027-02-09",
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},
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{
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"meeting": "Mar 23, 2027",
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"meeting_iso": "2027-03-23",
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}
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],
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"requested_date": "2026-04-17",
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"used_date": "2026-04-17",
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"policy_rate": null,
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"current_target": null,
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"midpoint": null,
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"label": "10w ago (2026-04-17)"
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},
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"compare": {
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"x": [
|
|
"2026-08-11",
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|
"2026-09-29",
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"2026-11-03",
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"2026-12-08",
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"2027-02-09",
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"2027-03-23",
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"2027-05-04",
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"2027-06-22",
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"2027-08-10",
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"2027-09-28"
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],
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"x_labels": [
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"Aug 11, 2026",
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"Sep 29, 2026",
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"Nov 03, 2026",
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"Dec 08, 2026",
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|
"Feb 09, 2027",
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"Mar 23, 2027",
|
|
"May 04, 2027",
|
|
"Jun 22, 2027",
|
|
"Aug 10, 2027",
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|
"Sep 28, 2027"
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],
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"as_of": "2026-06-26 03:59:57 EDT",
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"tz": null,
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"rundate": "2026-06-27 08:00:27 EDT",
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"timezone": "EDT",
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"cash_rate_target": 4.35,
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"es_balance_rate": 4.25,
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"overnight_repo_rate": 4.6,
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"spread_is_frozen": false,
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"assumed_move_bps": 25,
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"lines": [
|
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{
|
|
"key": "1w",
|
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"label": "1w ago (2026-06-19)",
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"current": null,
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"values": [
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4.375,
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4.436,
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4.473,
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4.505,
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4.53,
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4.538,
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4.539,
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4.48,
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4.449,
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4.415
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],
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"used_date": "2026-06-19",
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"requested_date": "2026-06-19"
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},
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{
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"key": "3w",
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"label": "3w ago (2026-06-05)",
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"current": null,
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"values": [
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4.5,
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4.5,
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4.583,
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4.583,
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4.604,
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4.607,
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4.507,
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4.566,
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4.571,
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null
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],
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"used_date": "2026-06-05",
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"requested_date": "2026-06-05"
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},
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{
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"key": "6w",
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"label": "6w ago (2026-05-15)",
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"current": null,
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"values": [
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4.564,
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4.63,
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4.719,
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4.74,
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4.745,
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4.745,
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4.711,
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null,
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null,
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null
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],
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"used_date": "2026-05-15",
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"requested_date": "2026-05-15"
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},
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{
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"key": "10w",
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|
"label": "10w ago (2026-04-17)",
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"current": null,
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"values": [
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4.515,
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|
4.515,
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|
4.665,
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|
4.665,
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|
4.665,
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|
4.655,
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|
null,
|
|
null,
|
|
null,
|
|
null
|
|
],
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"used_date": "2026-04-17",
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"requested_date": "2026-04-17"
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}
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]
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},
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"api_version": 1,
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"generated_at_utc": "2026-06-27T12:00:31.518Z"
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}
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},
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"fetchedAt": "2026-06-27T14:31:47.136Z"
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} |