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Bets on a double Fed rate cut in September surge

Published 25/07/2024, 09:54 pm
© Reuters.
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According to CME Group 30-Day Fed Fund futures prices, the likelihood of a double U.S. Federal Reserve rate cut in September has significantly increased. The changing bets follow news on Wednesday that former New York Federal Reserve President Bill Dudley called for the Fed to cut rates as soon as next week amid recession concerns, reversing his long-held view that the U.S. central bank should persist with its higher for longer rate regime.

The data shows that for the meeting scheduled for September 18, 2024, the probability of a 50 bps cut to a target rate of 4.75-5.00% has risen to 22.3%. This marks a significant jump from the previous day's probability of 10.7%, starkly contrasting the 3% probability recorded last week.

On the flip side, the probability of the Federal Reserve lowering 25 bps to a target rate of 5.00-5.25% has decreased to 76.2%. This is a notable drop from the 89.1% probability recorded the previous day, and a significant decline from the 95% probability observed last week.

There is even a growing chance of a 75 bps cut. The probability the Fed lowers the rate to 4.50-4.75% is up to 1.5%, up from 0.3% in the prior trading day. Last week, there was zero probability of such a move.

These shifts in probability indicate a changing sentiment among traders. The increased likelihood of a decrease to a target rate of 4.75-5.00% is particularly noteworthy, as it suggests a growing expectation of a double rate cut at the September meeting.

While it remains to be seen how the Federal Reserve will act, traders are betting there is a 100% chance of a September rate cut—either 25 bps (76.2%), 50 bps (22.3%), or 75 bps (1.5%).

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