Mosaic Finance
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SOFR futures strip and CPI/PCE fair value model
SOFR Futures Strip
MoM Pace to YoY Projection
SOFR Strip: Quarterly IMM SOFR futures (SR3) from Yahoo Finance. Implied rate = 100 - price. Terminal rate is the highest implied rate in the strip. Change vs OCR shows difference from current Fed Funds Rate.
Inflation Model: Uses FRED CPI/PCE index data to project YoY inflation. Projection assumes recent MoM pace (1M, 2M, 3M average) continues for 12 months, then computes the resulting YoY rate vs actual index values from 12 months prior.
This page tracks two of the most important forces in markets: interest rates and inflation. The SOFR futures strip shows what traders are betting the Federal Reserve will do with interest rates over the coming months -- will they cut, hold, or hike? The inflation model projects where CPI and PCE (the Fed's preferred inflation measure) might be heading based on recent trends. Together, they help you anticipate the Fed's next moves, which drive everything from mortgage rates to stock valuations.