Swaps Show 1-in-2 Odds of 75-Basis-Point Fed Hike in September

Morgan Stanley's Wilson Says Fed Pivot Talk Is Premature
Lock
This article is for subscribers only.

Swap markets indicate that the likely outcome of the September Federal Reserve policy meeting is now a coin toss between a 50-basis-point hike and a bigger increase of 75 basis points.

The rate on swap contracts tied to the date of the September Fed meeting on Wednesday rose as high as 2.958%, some 62.8 basis points above the current effective fed funds rate of 2.33%. That implies a hike of at least 50 basis points is seen as definite and a more than one-in-two chance that it could be three-quarters of a percentage point.