Perhaps befitting a data-dependent world, last week's Carlson-Craig-Melick estimates of market bets on where the federal funds rate will be in June were indeed a function of which piece of news came last.  Although  beliefs about what will happen at the May meeting appear to be largely immune from incoming data...


May_18


 

... bets on the pause/no-pause scenarios have been bouncing around on incoming economic reports and the latest musings of FOMC participants (the latter covered at The Skeptical Speculator, at William Polley, at Economist's View (here  and here), by Mish's Global Economic Trend Analysis):


June_7       


Here's the data for the pictures above:

Download Imp_pdf_slides_for_blog_040706.ppt

Download Imp_pdf_slides_for_blog_040706.swf

Download implied_pdf_may_040706.xls

Download implied_pdf_june_040706.xls

If you really want to geek out, here is a more extensive set of CCM estimates:

Download ImpPDFUpdateBreakLink-2.ppt

Download ImpPDFUpdateBreakLink-2.swf