| 7/3/2009 20:16 | GMT | U.S | FF | implied | mtgs | 25bp %odds | |
| Target | 0.13 | outlook | |||||
| Mtg | Aug 11 | unch | Jul 09 | 0.205 | n/a | n/a | |
| 3mo | 0.56 | -0.03 | Aug 09 | 0.205 | Aug 11 | n/a | |
| Sep 09 | 0.225 | Sep 22 | n/a | ||||
| E$ Fut | implied | Oct 09 | 0.245 | n/a | n/a | ||
| SEP09 | 0.61 | -0.04 | Nov 09 | 0.280 | Nov 4 | n/a | |
| DEC09 | 0.81 | -0.05 | Dec 09 | 0.310 | Dec 16 | n/a | |
| MAR10 | 1.05 | -0.07 | Jan 10 | 0.350 | n/a | n/a | |
| JUN10 | 1.38 | -0.11 | Feb 10 | 0.455 | n/a | n/a | |
| 100%=25bp | |||||||
| Eurozone | U.K | Switz | |||||
| Target | 1.00 | outlook | 0.50 | outlook | 0.25 | outlook | |
| Mtg | Jul 2 | -50bp | Jul 9 | -50bp | Mar 19 | -50bp | |
| 3mo | 1.04 | -0.03 | 1.14 | -0.02 | 0.39 | -0.01 | |
| Futures | implied | chg | implied | chg | implied | chg | |
| SEP09 | 0.97 | -0.01 | 1.05 | -0.01 | 0.32 | -0.01 | |
| DEC09 | 1.08 | 0.01 | 1.23 | 0.01 | 0.34 | 0.01 | |
| MAR10 | 1.18 | 0.01 | 1.49 | 0.01 | 0.37 | 0.01 | |
| JUN10 | 1.43 | -0.01 | 1.94 | -0.01 | 0.48 | -0.01 | |
| Japan | Australia | Canada | |||||
| Target | 0.10 | outlook | 3.00 | outlook | 0.25 | outlook | |
| Mtg | Jul 15 | unch | Jul 7 | -50bp | Jul 21 | -50bp | |
| 3mo | 0.45 | 0.00 | 3.50 | 0.00 | 0.60 | -0.02 | |
| Futures | implied | chg | implied | chg | implied | chg | |
| SEP09 | 0.50 | -0.01 | 3.55 | -0.01 | 0.43 | -0.01 | |
| DEC09 | 0.50 | 0.01 | 3.97 | 0.01 | 0.46 | 0.01 | |
| MAR10 | 0.50 | 0.01 | 4.41 | 0.01 | 0.62 | 0.01 |