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.


RJO Letter of Financial Stability

FIG ARM Index Rates

Forward-Looking, Futures-Derived Ameribor & SOFR Term Rates. Updated daily.

US Short Term Rates

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

The Missile

Click here to read The Missile.

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/AMB Term Settles

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/23/21 1 Month 0.10152 0.00936 3 Month 0.09923 0.00430 6 Month 0.09817 0.00235 12 Month 0.09790 0.00116 LIBOR 9/24/21 1 Month 0.08513 -0.00087 3 Month 0.13225 0.00000 6...
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View RJO’s daily report detailing the current economic climate.

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

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© 2021 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.