by RJOFIG | Mar 31, 2020 | Select STIR Rates
SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES 1-Mo: 0.04248 3-Mo: 0.05488 6-Mo: 0.05264 1-Yr: 0.06218 ICE-SETTLED LIBOR 1-Month Libor Set 0.99288 +.00838 (99.00712) 3-Month Libor Set 1.45050 +.01712 ...
by RJOFIG | Mar 30, 2020 | Select STIR Rates
SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES 1-Mo: 0.05056 3-Mo: 0.05581 6-Mo: 0.05331 1-Yr: 0.06110 ICE-SETTLED LIBOR 1-Month Libor Set 0.98450 -.00488 (99.01550) 3-Month Libor Set 1.43338 -.01675 ...
by RJOFIG | Mar 27, 2020 | Select STIR Rates
SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES 1-Mo: 0.043053-Mo: 0.050706-Mo: 0.048811-Yr: 0.05737ICE-SETTLED LIBOR1-Month Libor Set 0.98938 +.04850 (99.01062)3-Month Libor Set 1.45013 +.07550 ...
by RJOFIG | Mar 26, 2020 | Select STIR Rates
SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES 1-Mo: 0.04620 3-Mo: 0.05401 6-Mo: 0.05315 1-Yr: 0.06513 ICE-SETTLED LIBOR 1-Month Libor Set 0.94088 -.01825 (99.05912) 3-Month Libor Set 1.37463 +.10763 ...
by RJOFIG | Mar 25, 2020 | Uncategorized
FUTURES IMPLIED ‘SPOT’ TERM RATES 1-Mo: 0.05500 3-Mo: 0.06832 6-Mo: 0.06470 1-Yr: 0.08424 ICE-SETTLED LIBOR 1-Month Libor Set 0.95913 -.04013 (99.04087) 3-Month Libor Set 1.26700 +.03462 (98.73300)...
