| Central Bank | Current Policy Rate | Next Meeting Date | Next Implied Rate | Expected Move (bps) |
|---|---|---|---|---|
| Bank of England (BoE) | 3.75% | 2026-11-05 | 4.04% | +28.9 bps |
| Bank of Japan (BoJ) | 1.25% | 2026-10-30 | 1.25% | +0.4 bps |
| Bank of Canada (BoC) | 2.25% | 2026-10-28 | 2.38% | +13.4 bps |
| Reserve Bank of Australia (RBA) | 4.60% | 2026-11-03 | 4.67% | +6.7 bps |
| Swiss National Bank (SNB) | 0.00% | 2026-12-10 | 0.07% | +6.5 bps |
Global Interest Rates & Central Bank Policy
STIR-Futures Implied Policy Expectations, Term Structures, and Quantitative Research
Implied Policy Rates Central
Below is a live cross-market summary derived from our automated regularized WLS bootstrapping engines across global exchange-traded futures.
NoteCentral Bank Models Hub
Click on any central bank above or navigate via the Rates menu to explore individual meeting-by-meeting probability distributions, Markov chain step trees, and term structure paths.
Research & Publications
Quantitative macro notes, monetary policy transmission models, rate curve research, and correlations between short-term rates and trade financing.
Interest Rate Changes & Commodity Stocks
Methodology Note
Unveiling the lagged and contemporaneous relationships between interest rate cycles and commodity inventories: using time-series analysis to measure how trade financing conditions impact metal inflows across the world’s top trade hubs.
Contagion Risks in Eurozone Sovereign Bonds
Quantitative Note
Measuring the pricing of contagion risks in the Eurozone bond market: applying time-series models to quantify the transmission and impact of higher core sovereign yields on periphery bond spreads.