Rate Expectations Matrix
Normalized 100%
Scenarios:
Live Market Impact & CME Odds
REAL-TIME SIM
Dominant Scenario
25bps Rate Cut (62% FedWatch Odds)
Expected S&P 500 Move
±1.84%
Options Straddle Cost (At-the-Money)
$142.50 per contract
Market Chaos Index
Moderate (Volatility premium elevated)
Implied Move Curve
CME FedWatch Shift Distribution
Trader Positioning Summary
Markets pricing steady 25bp easing with defensive options positioning into CPI release.