Effect of the Unemployment Report on Interest Rate Futures

May 26, 2011 - The interest rate markets, much more than equity markets, are driven by information releases. At regular intervals, various government and private agencies release a large variety of macroeconomic indicators, from Change in Nonfarm Payrolls & Unemployment Rate (Figure 1) to ISM Manufacturing Indices, FOMC statements and minutes, CPI data as well as Treasury Auctions.

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