FIG Topics of Interest

 

06/25/19

FUTURES IMPLIED 'SPOT' TERM RATES - JUNE 24 SETTLES

DERIVED FROM 1-MONTH SOFR FUTURES:
1-Mo: 2.4363
2-Mo: 2.2730
3-Mo: 2.1831

DERIVED FROM 3-MONTH SOFR FUTURES:
6-Mo: 2.014
1-Yr:   1.786

ICE-SETTLED LIBOR:
1-Mo: 2.4041
3-Mo: 2.3112
6-Mo: 2.1827
1-Yr:   2.1473

Click here to download a pdf of this article, settles6.24.pdf
 
 

06/24/19

FUTURES IMPLIED 'SPOT' TERM RATES - JUNE 21 SETTLES

DERIVED FROM 1-MONTH SOFR FUTURES:
1-Mo: 2.42341
2-Mo: 2.22993
3-Mo: 2.22069

DERIVED FROM 3-MONTH SOFR FUTURES:
6-Mo: 2.051
1-Yr:  1.829

ICE-SETTLED LIBOR:
1-Mo: 2.4017
3-Mo: 2.3380
6-Mo: 2.2098
1-Yr:   2.1787

Click here to download a pdf of this article, Settles6.21.pdf
 
 

06/21/19

FUTURES IMPLIED 'SPOT' TERM RATES - JUNE 20 SETTLES

DERIVED FROM 1-MONTH SOFR FUTURES:
1-Mo: 2.4230
2-Mo: 2.3065
3-Mo: 2.2161

DERIVED FROM 3-MONTH SOFR FUTURES:
6-Mo: 2.027
1-Yr:  1.794

ICE-SETTLED LIBOR:
1-Mo: 2.4043
3-Mo: 2.3492
6-Mo: 2.2201
1-Yr:  2.2001

Click here to download a pdf of this article, Settles6.20.pdf
 
 

06/20/19

FUTURES IMPLIED 'SPOT' TERM RATES - JUNE 19 SETTLES

DERIVED FROM 1-MONTH SOFR FUTURES:
1-Mo: 2.4132
2-Mo: 2.2935
3-Mo: 2.2200

DERIVED FROM 3-MONTH SOFR FUTURES:
6-Mo: 2.067
1-Yr:   1.832

ICE-SETTLED LIBOR:
1-Mo: 2.4036
3-Mo: 2.3431
6-Mo: 2.2167
1-Yr:   2.1615

Click here to download a pdf of this article, Settles6.19.pdf
 
 

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: 2.134
1-Yr:   1.930

ICE-SETTLED LIBOR:
1-Mo: 2.3833
3-Mo: 2.3861
6-Mo: 2.3000
1-Yr:   2.2977

Click here to download a pdf of this article, Settles6.18.pdf
 
 

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: 2.3828
3-Mo: 2.3866
6-Mo: 2.2980
1-Yr:   2.2643

Click here to download a pdf of this article, settles6.17.pdf
 
 

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: 2.3902
3-Mo: 2.4185
6-Mo: 2.3087
1-Yr: 2.2867

Click here to download a pdf of this article, settles6.14.pdf
 
 

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

Click here to download a pdf of this article, settles6.13.pdf
 
 

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 SOFR FUTURES:
6-Mo: 2.1670
1-Yr:  1.9560

ICE-SETTLED LIBOR:
1-Mo: 2.39425
3-Mo: 2.41025
6-Mo: 2.31838
1-Yr:  2.30563

Click here to download a pdf of this article, settles6.12.pdf
 
 

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 $6 billion of that goes to cancer research.
https://www.bloomberg.com/news/features/2019-06-13/the-u-s-is-purging-chinese-americans-from-top-cancer-research?srnd=premium
At a June 5 hearing, NIH officials told the U.S. Senate Committee on Finance that the agency has contacted 61 research institutions about suspected diversion of proprietary information by grant recipients and referred 16 cases, mainly involving undisclosed ties to foreign governments, for possible legal action. Ways of working that have long been encouraged by the NIH and many research institutions, particularly MD Anderson, are now quasi-criminalized, with FBI agents reading private emails, stopping Chinese scientists at airports, and visiting people’s homes to ask about their loyalty.

The dossier on cancer researcher Xifeng Wu was thick with intrigue, if hardly the stuff of a spy thriller. It contained findings that she’d improperly shared confidential information and accepted a half-dozen advisory roles at medical institutions in China. She might have weathered those allegations, but for a larger aspersion that was far more problematic: She was branded an oncological double agent.

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