Muni-Treasury
View Market

The Fixed Income Group at RJO

FIG is a division of RJ O'Brien that focuses on hedging interest rate risk for mortgage pipeline and servicing portfolios, broker/dealer bond inventories, pension fund bond portfolios, multiple ABS classes, and similar financial portfolios.

FIG TOPICS OF INTEREST


01/21/20 January 21, 2019 FUTURES IMPLIED 'SPOT' TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 1.5779 3-Mo: 1.5866 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 1.5696 1-Yr:   1.5092 ICE-SETTLED LIBOR 1-Mo: 1.6595 3-Mo: 1.8063 6-Mo: 1.8344 1-Yr:   1.9184
01/17/20 FUTURES IMPLIED 'SPOT' TERM RATES 01/17/19 DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 1.5723 3-Mo: 1.5860 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 1.5755 1-Yr:   1.5235 ICE-SETTLED LIBOR 01/17/19 1-Mo: 1.6544 3-Mo: 1.8191 6-Mo: 1.8449 1-Yr:   1.9230
01/16/20 FUTURES IMPLIED 'SPOT' TERM RATES 01/16/19 DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 1.5736 3-Mo: 1.5884 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 1.5734 1-Yr:   1.5133 ICE-SETTLED LIBOR 01/16/19 1-Mo: 1.6578 3-Mo: 1.8266 6-Mo: 1.8488 1-Yr:   1.9301
01/14/20 FUTURES IMPLIED 'SPOT' TERM RATES 01/14/19 SETTLES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 1.5808 3-Mo: 1.5951 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 1.5814 1-Yr:   1.5239 ICE-SETTLED LIBOR 01/14/19 1-Mo: 1.6696 3-Mo: 1.8426 6-Mo: 1.8645 1-Yr:   1.9631
01/13/20 FUTURES IMPLIED 'SPOT' TERM RATES 01/13/19 SETTLES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 1.5760 3-Mo: 1.5888 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 1.5756 1-Yr:   1.5212 ICE-SETTLED LIBOR 01/13/19 1-Mo: 1.67625 3-Mo: 1.83125 6-Mo: 1.87250 1-Yr:   1.96200
01/10/20 January 13, 2019 Boston Fed President Rosengren (non voter) discusses the economic outlook 0900 hrs cst Richmond Fed President Bostic (alternate voter) the economic outlook and monetary policy 1140 hrs cst 3-month bill ...
01/10/20 FUTURES IMPLIED 'SPOT' TERM RATES 01/09/19 SETTLES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 1.5682 3-Mo: 1.5840 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 1.5736 1-Yr:   1.5217 ICE-SETTLED LIBOR 01/10/19 1-Mo: 1.67660 3-Mo: 1.83780 6-Mo: 1.87210 1-Yr:   1.96660
01/08/20 FUTURES IMPLIED 'SPOT' TERM RATES 01/07/19 SETTLES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 1.5701 3-Mo: 1.5852 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 1.5685 1-Yr:   1.5046 ICE-SETTLED LIBOR 01/08/19 1-Mo: 1.67710 3-Mo: 1.83400 6-Mo: 1.87440 1-Yr:   1.95110
01/07/20 FUTURES IMPLIED 'SPOT' TERM RATES  DERIVED FROM 1-MONTH SOFR FUTURES -01/06/19 SETTLES 1-Mo: 1.5713 3-Mo: 1.5543 DERIVED FROM 3-MONTH SOFR FUTURES -01/06/19 SETTLES 6-Mo: 1.5620 1-Yr:   1.4947 ICE-SETTLED LIBOR 01/07/19: 1-Mo: 1.69900 3-Mo: 1.87800 6-Mo: 1.88050 1-Yr:   1.95450
01/06/20 FUTURES IMPLIED 'SPOT' TERM RATES – 01/03/19 SETTLES DERIVED FROM 1-MONTH SOFR FUTURES: 1-Mo: 1.5640 2-Mo: 1.5717 3-Mo: 1.5732   DERIVED FROM 3-MONTH SOFR FUTURES: 6-Mo: 1.5583 1-Yr:   1.4955 ICE-SETTLED LIBOR 01/06/19: 1-Mo: 1.6921 3-Mo: 1.8723 6-Mo: 1.8943 1-Yr:   1.9549