Volatility Analysis Data

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  • Fed Interest Rate Wed, 13th Dec 2023 (Timezone: America/New York)

    Release Data: 5.25-5.50% (Previous: 5.25-5.50%) US Federal Open Market Committee

    ICP volatility 1.23x, typical 3.16x · volume 1.53x, typical 5.11x Quiet

  • Fed Interest Rate Wed, 1st Nov 2023 (Timezone: America/New York)

    Release Data: 5.25-5.50% (Previous: 5.25-5.50%) US Federal Open Market Committee

    ICP volatility 1.39x, typical 3.16x · volume 0.79x, typical 5.11x Quiet

  • Fed Interest Rate Wed, 20th Sep 2023 (Timezone: America/New York)

    Release Data: 5.25-5.50% (Previous: 5.25-5.50%) US Federal Open Market Committee

    ICP volatility 2.01x, typical 3.16x · volume 2.96x, typical 5.11x Muted

  • Fed Interest Rate Wed, 26th Jul 2023 (Timezone: America/New York)

    Release Data: 5.25-5.50% (Previous: 5.00-5.25%) US Federal Open Market Committee

    ICP volatility 6.02x, typical 3.16x · volume 5.40x, typical 5.11x Strong

  • Fed Interest Rate Wed, 14th Jun 2023 (Timezone: America/New York)

    Release Data: 5.00-5.25% (Previous: 5.00-5.25%) US Federal Open Market Committee

    ICP volatility 3.94x, typical 3.16x · volume 4.36x, typical 5.11x Ordinary

  • Fed Interest Rate Wed, 3rd May 2023 (Timezone: America/New York)

    Release Data: 5.00-5.25% (Previous: 4.75-5.00%) US Federal Open Market Committee

    ICP volatility 2.57x, typical 3.16x · volume 5.05x, typical 5.11x Ordinary

  • Fed Interest Rate Wed, 22nd Mar 2023 (Timezone: America/New York)

    Release Data: 4.75-5.00% (Previous: 4.50-4.75%) US Federal Open Market Committee

    ICP volatility 3.89x, typical 3.16x · volume 6.49x, typical 5.11x Ordinary

  • Fed Interest Rate Wed, 1st Feb 2023 (Timezone: America/New York)

    Release Data: 4.50-4.75% (Previous: 4.25-4.50%) US Federal Open Market Committee

    ICP volatility 3.57x, typical 3.16x · volume 3.86x, typical 5.11x Ordinary

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