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.

US Short Term Rates

– Fed Funds


Adding a risk-sensitivity to the new RFRs to reflect stress in the system by capturing events that cause bank stress—increases in bank VaR levels, elevated market volatility.

The Missile

Click here to read The Missile, a daily update with market news, upcoming economic releases, statements from the Fed, current interest rates, and more. 

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 SOFR and Treasury based futures and options products from various futures exchanges to manage clients’ interest rate risk. Read More..

Select STIR Rates

Sofr v. Bsby

Date Change Term SOFR 7/12/2024 6:32 Settles 1 Month 5.3278 -0.0010 3 Month 5.28611 -0.01526 6 Month 5.1648 -0.04028 12 Month 4.86554 -0.07906 Term BSBY 7/12/2024 6:32 Settles 1 Month 5.37619 0.0008...
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Gain access to market insight and analysis from our team of experienced financial professionals.

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Stay up to date on current industry news.

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Mortgage cash flow hedge modeling.

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

rjo corporate

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Futures trading involves the substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results.