Central Bank Watch

Interest Rate Probabilities & Analysis

Central Bank Watch

Monetary policy expectations analysis for global financial markets

New Central Bank coverage expanded: Probability calculations added for Bank of Japan, Reserve Bank of New Zealand and Swiss National Bank.
New Hawkometer added Hawkometer →

Federal Reserve

Next Meeting Date:

September 16, 2026

-- DAYS
-- HRS
-- MINS

Current Rate: 3.63%

Theoretical: 4.71%
Policy Stance: Accommodative
View Model FRB/US →
Rate Change Probabilities*
Rate Hike
91.4%
No Change
8.6%
Rate Cut
0.0%

*For interpretation and methodology of probabilities, click here.

European Central Bank

Next Meeting Date:

October 29, 2026

-- DAYS
-- HRS
-- MINS

Current Rate: 2.50%

Theoretical: 4.65%
Policy Stance: Accommodative
View Model NAWM/NMCM →
Rate Change Probabilities*
Rate Hike
92.4%
No Change
7.6%
Rate Cut
0.0%

*For interpretation and methodology of probabilities, click here.

Bank of Japan

Next Meeting Date:

September 17, 2026

-- DAYS
-- HRS
-- MINS

Current Rate: 1.00%

Theoretical: 0.83%
Policy Stance: Neutral
Rate Change Probabilities*
Rate Hike
62.9%
No Change
37.1%
Rate Cut
0.0%

*For interpretation and methodology of probabilities, click here.

Bank of England

Next Meeting Date:

September 17, 2026

-- DAYS
-- HRS
-- MINS

Current Rate: 3.75%

Theoretical: 6.49%
Policy Stance: Accommodative
View Model COMPASS →
Rate Change Probabilities*
Rate Hike
26.9%
No Change
73.1%
Rate Cut
0.0%

*For interpretation and methodology of probabilities, click here.

Reserve Bank of Australia

Next Meeting Date:

September 29, 2026

-- DAYS
-- HRS
-- MINS

Current Rate: 4.35%

Theoretical: 5.33%
Policy Stance: Accommodative
View Model MARTIN →
Rate Change Probabilities*
Rate Hike
78.0%
No Change
22.0%
Rate Cut
0.0%

*For interpretation and methodology of probabilities, click here.

Reserve Bank of New Zealand

OCR odds assume a constant BKBM-OCR spread

Next Meeting Date:

October 28, 2026

-- DAYS
-- HRS
-- MINS

Current Rate: 2.75%

Theoretical: Coming Soon
Policy Stance: Neutral
Rate Change Probabilities*
Rate Hike
--%
No Change
--%
Rate Cut
--%

*For interpretation and methodology of probabilities, click here.

Swiss National Bank

Next Meeting Date:

September 24, 2026

-- DAYS
-- HRS
-- MINS

Current Rate: 0.00%

Theoretical: Coming Soon
Policy Stance: Neutral
Rate Change Probabilities*
Rate Hike
6.9%
No Change
93.1%
Rate Cut
0.0%

*For interpretation and methodology of probabilities, click here.

Reserve Bank of India

Next Meeting Date:

October 7, 2026

-- DAYS
-- HRS
-- MINS

Current Rate: 5.25%

Theoretical: 7.11%
Policy Stance: Accommodative

Fed — Expected Rate Path

Market-implied Federal Funds Rate trajectory based on fed funds futures-derived meeting probabilities

 Expected Rate Path
Rate Path Analysis
Next Meeting Fed

September 16, 2026

Shows the most likely policy rate at each future meeting date. Compares current expectations with those from 1 week and 4 weeks ago.

Detailed Analysis →

European Central Bank — Expected Rate Path

Market-implied policy rate trajectory based on futures-derived meeting probabilities

European Central Bank Expected Rate Path
Rate Path Analysis
Next Meeting European Central Bank

October 29, 2026

Shows the most likely policy rate at each future meeting date. Compares current expectations with those from 1 week and 4 weeks ago.

Detailed Analysis →

Bank of England — Expected Rate Path

Market-implied Bank Rate trajectory based on SONIA futures-derived meeting probabilities

Bank of England Expected Rate Path
Rate Path Analysis
Next Meeting Bank of England

September 17, 2026

Shows the most likely policy rate at each future meeting date. Compares current expectations with those from 1 week and 4 weeks ago.

Detailed Analysis →

Reserve Bank of Australia — Expected Rate Path

Market-implied Cash Rate trajectory based on ASX futures-derived meeting probabilities

Reserve Bank of Australia Expected Rate Path
Rate Path Analysis
Next Meeting Reserve Bank of Australia

September 29, 2026

Shows the most likely policy rate at each future meeting date. Compares current expectations with those from 1 week and 4 weeks ago.

Detailed Analysis →

Bank of Japan — Expected Rate Path

Market-implied policy rate trajectory based on TONA futures-derived meeting probabilities

Bank of Japan Expected Rate Path
Rate Path Analysis
Next Meeting Bank of Japan

September 17, 2026

Shows the most likely policy rate at each future meeting date. Compares current expectations with those from 1 week and 4 weeks ago.

Detailed Analysis →

Reserve Bank of New Zealand — Expected Rate Path

Market-implied OCR trajectory based on ASX 90-Day NZ Bank Bill futures - probabilities assume a constant BKBM-OCR spread

Reserve Bank of New Zealand Expected Rate Path
Rate Path Analysis
Next Meeting Reserve Bank of New Zealand

October 28, 2026

Shows the most likely policy rate at each future meeting date. Compares current expectations with those from 1 week and 4 weeks ago.

Detailed Analysis →

Swiss National Bank — Expected Rate Path

Market-implied policy rate trajectory based on SARON futures-derived meeting probabilities

Swiss National Bank Expected Rate Path
Rate Path Analysis
Next Meeting Swiss National Bank

September 24, 2026

Shows the most likely policy rate at each future meeting date. Compares current expectations with those from 1 week and 4 weeks ago.

Detailed Analysis →

Global Rate Outlook

Expected rate change paths (in basis points from current rate) for the Fed, ECB, BoE, RBA, BoJ, RBNZ, and SNB

Global Rate Outlook
Policy Divergence Tracker
Current Policy Stance
  • Fed: Accommodative
  • European Central Bank: Accommodative
  • Bank of England: Accommodative
  • Reserve Bank of Australia: Accommodative
  • Bank of Japan: Neutral
  • Reserve Bank of New Zealand: N/A
  • Swiss National Bank: N/A
Global Analysis →

Latest Central Bank News

Real-time news monitoring across Federal Reserve, ECB, and Bank of England

Research Framework & Methodology

Advanced analytical foundations for institutional-grade monetary policy expectations

Research Motivation & Strategic Goals

The accurate measurement of market expectations regarding central bank policy decisions has become increasingly crucial for monetary policy transmission, financial market stability, and macroeconomic forecasting.

  • Enhanced Accuracy: Improving probability calculation precision through adaptive parameters
  • Cross-Jurisdiction Application: Extending methodologies beyond Federal Reserve analysis
  • Real-time Integration: Providing institutional-grade analytics with minimal latency
Enhanced Probability Methodology

Our proprietary approach builds upon established futures-based probability calculations, incorporating advanced statistical techniques for superior accuracy and market responsiveness.

  • Adaptive Sigma Parameters: Dynamic volatility adjustments based on time-to-meeting
  • Status Quo Bias Modeling: Accounting for central bank decision inertia
  • Multi-Market Integration: Cross-referencing Fed, ECB, and BoE futures markets