Muni-Treasury
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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


06/19/19 FUTURES IMPLIED 'SPOT' TERM RATES - JUNE 18 SETTLES DERIVED FROM 1-MONTH SOFR FUTURES: 1-Mo: 2.3791 2-Mo: 2.3069 3-Mo: 2.2454 DERIVED FROM 3-MONTH SOFR FUTURES: 6-Mo: 2.139 1-Yr:   1.947 ICE-SETTLED LIBOR: 1-Mo: 2.8330 3-Mo: 2.3861 6-Mo: 2.3000 1-Yr:   2.2977
06/18/19 FUTURES IMPLIED 'SPOT' TERM RATES - JUNE 17 SETTLES DERIVED FROM 1-MONTH SOFR FUTURES: 1-Mo: 2.3611 2-Mo: 2.2834 3-Mo: 2.2199 DERIVED FROM 3-MONTH SOFR FUTURES: 6-Mo: 2.140 1-Yr:  1.925 ICE-SETTLED LIBOR: 1-Mo: 2.38280 3-Mo: 2.38660 6-Mo: 2.29800 1-Yr:   2.26430
06/17/19 FUTURES IMPLIED 'SPOT' TERM RATES - JUNE 14 SETTLES DERIVED FROM 1-MONTH SOFR FUTURES: 1-Mo: 2.3952 2-Mo: 2.3320 3-Mo: 2.2662 DERIVED FROM 3-MONTH SOFR FUTURES: 6-Mo: 2.127 1-Yr: 1.908 ICE-SETTLED LIBOR: 1-Mo: 2.39020 3-Mo: 2.41850 6-Mo: 2.30870 1-Yr: 2.28670
06/14/19 FUTURES IMPLIED 'SPOT' TERM RATES - JUNE 13 SETTLES DERIVED FROM 1-MONTH SOFR FUTURES: 1-Mo: 2.3765 2-Mo: 2.3089 3-Mo: 2.2371 DERIVED FROM 3-MONTH SOFR FUTURES: 6-Mo: 2.117 1-Yr:   1.892 ICE-SETTLED LIBOR: 1-Mo: 2.38175 3-Mo: 2.40200 6-Mo: 2.27738 1-Yr:   2.24650
06/13/19 FUTURES IMPLIED 'SPOT' TERM RATES - JUNE 12 SETTLES – Rates Below Estimated from the Last SOFR Set & Current Futures Market DERIVED FROM 1-MONTH SOFR FUTURES: 1-Mo: 2.4100 2-Mo: 2.3466 3-Mo: 2.2793 DERIVED FROM 3-MONTH ...
06/13/19 The NIH, the world’s biggest public funder of basic biomedical research, wields immense power over the nation’s health-research community. It allocates about $26 billion a year in federal grants; roughly ...
06/12/19 FUTURES IMPLIED 'SPOT' TERM RATES - JUNE 11 SETTLES DERIVED FROM 1-MONTH SOFR FUTURES: 1-Mo: 2.4325 2-Mo: 2.366 3-Mo: 2.309 DERIVED FROM 3-MONTH SOFR FUTURES: 6-Mo: 2.165 1-Yr: 1.954 ICE-SETTLED LIBOR: 1-Mo: 2.40113 3-Mo: 2.42788 6-Mo: 2.34163 1-Yr: 2.333
06/12/19 Are we so simple that we think anything sent to Hong Kong or Taiwan has not been seen and or re-engineered by mainland China?  This is yet another distraction, which ...
06/11/19 “Uncertainty levels remain high, but owners are focused on a very busy Main Street,” report authors William Dunkelberg and Holly Wade wrote. “The surge in optimism was supported by solid ...
06/07/19 U.S. Vice President Mike Pence said Mexico had offered “more” on Thursday than on Wednesday but that it would be up to Trump - who returns from a European trip ...