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150bp Of Hikes Priced In This Year

FED

A quick rundown on OIS-implied rate hike pricing by FOMC meeting this year. Of note, 150bp of hikes (potentially 6 25bp increases, or 5 including a 50bp hike) is priced in for 2022, vs 135bp just prior to the CPI release:

  • March: +36bp
  • May: +69bp
  • Jun: +91bp
  • Jul: +109bp
  • Sep: +127bp
  • Nov: +137bp
  • Dec: +154bp

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