by RJOFIG | Mar 24, 2020 | Select STIR Rates
FUTURES IMPLIED ‘SPOT’ TERM RATES 1-Mo: 0.05063 3-Mo: 0.06286 6-Mo: 0.05826 1-Yr: 0.07315 ICE-SETTLED LIBOR 1-Month Libor Set 0.92488 -.02170 (99.07512) 3-Month Libor Set 1.23238 +.01680 (98.78440)...
by RJOFIG | Mar 23, 2020 | Select STIR Rates
FUTURES IMPLIED ‘SPOT’ TERM RATES 1-Mo: 0.08382 3-Mo: 0.09050 6-Mo: 0.07947 1-Yr: 0.08867 ICE-SETTLED LIBOR 1-Month Libor Set 0.94660 +01810 (99.05340) 3-Month Libor Set 1.21560 +.01150 (98.78440)...
by RJOFIG | Mar 20, 2020 | Select STIR Rates
SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES 1-Mo: 0.09871 3-Mo: 0.10478 6-Mo: 0.09401 1-Yr: 0.11098 ICE-SETTLED LIBOR 1-Month Libor Set 0.92850 +00490 (99.07150) 3-Month Libor Set 1.20413 +.00900 ...
by RJOFIG | Mar 19, 2020 | Select STIR Rates
FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 0.16940 3-Mo: 0.11511 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 0.10428 1-Yr: 0.12442 ICE-SETTLED LIBOR 1-Month Libor Set 0.92363 +15075 (99.17637) 3-Month...
by RJOFIG | Mar 18, 2020 | Select STIR Rates
FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 0.16940 3-Mo: 0.14160 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 0.11634 1-Yr: 0.13578 ICE-SETTLED LIBOR 1-Month Libor Set 0.79375 +.04375 (99.20625) 3-Month...
