FIG Topics of Interest

 

01/03/20

FUTURES IMPLIED 'SPOT' TERM RATES – 01/02/19 SETTLES

DERIVED FROM 1-MONTH SOFR FUTURES:
1-Mo: 1.5493
2-Mo: 1.5542
3-Mo: 1.5543
 

DERIVED FROM 3-MONTH SOFR FUTURES:
6-Mo: 1.5450
1-Yr:   1.5009

ICE-SETTLED LIBOR 01/03/19:
1-Mo: 1.71430
3-Mo: 1.87390
6-Mo: 1.89290
1-Yr:   1.96410

Click here to download a pdf of this article, settles01.02.pdf
 
 

01/02/20

FUTURES IMPLIED 'SPOT' TERM RATES – 12/31/19 SETTLES

DERIVED FROM 1-MONTH SOFR FUTURES:
1-Mo: 1.5476
2-Mo: 1.5546
3-Mo: 1.5561
 

DERIVED FROM 3-MONTH SOFR FUTURES:
6-Mo: 1.6149
1-Yr:   1.5860

ICE-SETTLED LIBOR 01/02/19:
1-Mo: 1.73440
3-Mo: 1.90030
6-Mo: 1.90950
1-Yr:   1.99490

Click here to download a pdf of this article, settles12.31.pdf
 
 

12/31/19

FUTURES IMPLIED 'SPOT' TERM RATES – 12/30/19 SETTLES

DERIVED FROM 1-MONTH SOFR FUTURES:
1-Mo: 1.5552
2-Mo: 1.5620
3-Mo: 1.5635
 

DERIVED FROM 3-MONTH SOFR FUTURES:
6-Mo: 1.6084
1-Yr:   1.5739

ICE-SETTLED LIBOR 12/31/19:
1-Mo: 1.76250
3-Mo: 1.90840
6-Mo: 1.91210
1-Yr:   1.99630

Click here to download a pdf of this article, settles12.30.pdf
 
 

12/30/19

FUTURES IMPLIED 'SPOT' TERM RATES – 12/27/19 SETTLES

DERIVED FROM 1-MONTH SOFR FUTURES:
1-Mo: 1.5694
2-Mo: 1.5705
3-Mo: 1.5699
 

DERIVED FROM 3-MONTH SOFR FUTURES:
6-Mo: 1.6084
1-Yr:   1.5735

ICE-SETTLED LIBOR 12/30/19:
1-Mo: 1.78088
3-Mo: 1.90938
6-Mo: 1.90875
1-Yr:   2.00100

Click here to download a pdf of this article, Settles12.27.pdf
 
 

12/30/19

The US carried out air strikes against Iranian backed Kataiv Hexbolllah militia group.
President Donald Trump signed a bill late this month imposing sanctions on the Nord Stream 2 gas pipeline project led by Gazprom.
Probes are also reshaping the auto industry.
China, Japan and South Korea summit but that alone will not heal the deep wounds.
Vietnam and its profitless prosperity.

Click here to download a pdf of this article, Missile.pdf
 
 

12/17/19

FUTURES IMPLIED 'SPOT' TERM RATES – 12/16/19 SETTLES

DERIVED FROM 1-MONTH SOFR FUTURES:
1-Mo: 1.6057
2-Mo: 1.5923
3-Mo: 1.5852
 

DERIVED FROM 3-MONTH SOFR FUTURES:
6-Mo: 1.5676
1-Yr:   1.5263

ICE-SETTLED LIBOR 12/17/19:
1-Mo: 1.76390
3-Mo: 1.90250
6-Mo: 1.90460
1-Yr:   1.96840

Click here to download a pdf of this article, settles 12.16.pdf
 
 

12/13/19

FUTURES IMPLIED 'SPOT' TERM RATES – 12/12/19 SETTLES

DERIVED FROM 1-MONTH SOFR FUTURES:
1-Mo: 1.6121
2-Mo: 1.5986
3-Mo: 1.5893
 

DERIVED FROM 3-MONTH SOFR FUTURES:
6-Mo: 1.5683
1-Yr:   1.5174

ICE-SETTLED LIBOR 12/13/19:
1-Mo: 1.73738
3-Mo: 1.89963
6-Mo: 1.90288
1-Yr:   1.96388

Click here to download a pdf of this article, Settles 12.12.pdf
 
 

12/12/19

FUTURES IMPLIED 'SPOT' TERM RATES – 12/11/19 SETTLES

DERIVED FROM 1-MONTH SOFR FUTURES:
1-Mo: 1.6361
2-Mo: 1.6167
3-Mo: 1.5995
 

DERIVED FROM 3-MONTH SOFR FUTURES:
6-Mo: 1.5599
1-Yr:   1.4946

ICE-SETTLED LIBOR 12/12/19:
1-Mo: 1.73980
3-Mo: 1.89360
6-Mo: 1.88640
1-Yr:   1.93290

Click here to download a pdf of this article, settles12.11.pdf
 
 

12/11/19

PPI Final Demand m/m expected 0.2% v. 0.4% prior 0730 hrs cst
PPI x-food and energy m/m expected 0.2% v. 0.3% prior 0730 hrs cst 
PPI Final Demand y/y expected 1.3% v. 1.1% prior 0730 hrs cst
PPI x-food and energy y/y expected 1.7% v. 1.6% prior 0730 hrs cst 
Initial Claims expected 214k v. 203k prior 0730 hrs cst
Continuing Claims expected 1678k v. 1693k prior 0730 hrs cst

Click here to download a pdf of this article, Missile.pdf
 
 

12/11/19

FUTURES IMPLIED 'SPOT' TERM RATES – 12/10/19 SETTLES

DERIVED FROM 1-MONTH SOFR FUTURES:
1-Mo: 1.6378
2-Mo: 1.6209
3-Mo: 1.6039
 

DERIVED FROM 3-MONTH SOFR FUTURES:
6-Mo: 1.5660
1-Yr:   1.5088

ICE-SETTLED LIBOR 12/11/19:
1-Mo: 1.74050
3-Mo: 1.88740
6-Mo: 1.88830
1-Yr:   1.94330

Click here to download a pdf of this article, settles12.10.pdf