Central Bank Forecasts
Central bank interest rate forecasts
Where are policy rates heading? For each central bank below: market-implied probabilities for the next meeting, plus the full policy path ahead, priced from overnight index swaps and refreshed daily. Not a survey, not a house view: what the market itself is pricing.
Federal Reserve interest rate forecast
Probabilities for the next FOMC meeting and the federal funds rate path ahead, implied by SOFR overnight index swaps.
See the forecast →European Central Bank interest rate forecast
Probabilities for the next Governing Council meeting and the deposit facility rate path ahead, implied by €STR overnight index swaps.
See the forecast →Bank of England interest rate forecast
Probabilities for the next MPC meeting and the Bank Rate path ahead, implied by SONIA overnight index swaps.
See the forecast →Bank of Japan interest rate forecast
Probabilities for the next monetary policy meeting and the policy rate path ahead, implied by TONA overnight index swaps.
See the forecast →Bank of Canada interest rate forecast
Probabilities for the next rate announcement and the overnight rate path ahead, implied by CORRA overnight index swaps.
See the forecast →Tracking the lending benchmark rather than the policy rate? See the EURIBOR forecast, or pick any of the 40+ forward curves in the catalogue.