by RJOFIG | Mar 3, 2020 | Select STIR Rates
FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 1.1128% 3-Mo: 0.9620% DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 0.8271% 1-Yr: 0.7090% ICE-SETTLED LIBOR 1-Month Libor Set 1.3768 +.0210 (98.6232) 3-Month Libor...
by RJOFIG | Mar 2, 2020 | Select STIR Rates
FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 1.27% 3-Mo: 1.08% DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 0.90884% 1-Yr: 0.81669% ICE-SETTLED LIBOR 1-Month Libor Set 1.3558 -.1519 (98.6442) 3-Month Libor...
