The Fixed Income Group at RJO

Fixed Income Group (FIG) is a division of RJ O’Brien with a focus on hedging interest rate risk and credit risk for mortgage pipeline and servicing portfolios, broker/dealer bond inventories, pension fund bond portfolios, multiple ABS classes, and similar financial portfolios.

The Missile

Click here to read The Missile.

US Short Term Rates

See the latest US Short Term Rate information here.
– SOFR / LIBOR
– Ameribor
– Fed Funds

Risk Modeling Solutions

Build your cost-effective hedge solutions for interest rate sensitive assets using FIG’s proprietary technology.

About Us

The Fixed Income Group (FIG) has crafted a unique niche in the finance industry by teaching clients how to take generic, yet highly cost efficient exchange-traded futures and options and create effective, accountable interest rate hedges. As financial regulatory requirements have forced many financial derivatives to be centrally cleared, the use of exchange-traded futures has soared. Currently, FIG uses multiple Libor and Treasury based futures and options products from various futures exchanges to manage clients’ interest rate risk. Read More..

SOFR Settles

SOFR + Libor Settles 04/09/2020

SOFR 1- Month 0.04807 3-Month 0.06456 6-Month 0.06420 1-Year 0.072040 ICE-SETTLED LIBOR 1-Month Libor Set        0.82888                -.03462       (99.17112) 3-Month Libor Set        1.31138     ...

FIG PRESENTATIONS

Gain access to market insight and analysis from our team of experienced financial professionals.

INDUSTRY NEWS

Stay up to date on current industry news.

RJO PREVIEWS & PERSPECTIVES

View RJO’s daily report detailing the current economic climate.

CONTACT

222 South Riverside Plaza, Suite 1200
Chicago IL, 60606
P. (800) 367-3349
fig@rjobrien.com

© 2020 R.J. O'Brien & Associates LLC.
Futures trading involves the substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results.