Skip to main content

Getting a better measure of market rate expectations

The most frequently used method of estimating the markets’ expectations for the official interest rate is to derive an implied path from short sterling futures contracts. On the face of it, these suggest that the markets are currently expecting the repo rate to rise to around 5.3% by the end of next year.

Become a client to read more

This is premium content that requires an active Capital Economics subscription to view.

Already have an account?

You may already have access to this premium content as part of a paid subscription.

Sign in to read the content in full or get details of how you can access it

Register for free

Sign up for a free account to:

  • Unlock additional content
  • Register for Capital Economics events
  • Receive email updates and economist-curated newsletters
  • Request a free trial of our services


Get access