November 02, 2022 19:38 GMT
OIS Sees Higher Fed Rate Peak Than Pre-FOMC
STIR
OIS still finding their feet after the Powell press conference, but implied rates recovered their post-statement drop and then some:
- Dec 2022: 4.42% (was 4.44%)
- Feb 2023: 4.82% (was 4.81%)
- Mar 2023: 5.01% (was 4.97%)
- May 2023: 5.09% (was 5.04% - still the peak)
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