by RJOFIG | Apr 7, 2020 | Select STIR Rates
SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES 1-Mo: 0.04507 3-Mo: 0.06788 6-Mo: 0.07239 1-Yr: 0.08219 ICE-SETTLED LIBOR 1-Month Libor Set 0.8635 -.05775 (99.13650) 3-Month Libor Set 1.31988 -.03250 ...
by RJOFIG | Apr 6, 2020 | Select STIR Rates
SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES 1-Mo: 0.04026 3-Mo: 0.06125 6-Mo: 0.06421 1-Yr: 0.06849 ICE-SETTLED LIBOR 1-Month Libor Set 0.92125 -.06388 (99.07875) 3-Month Libor Set 1.35238 -.03500 ...
by RJOFIG | Apr 3, 2020 | Select STIR Rates
SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES 1-Mo: 0.04265 3-Mo: 0.05867 6-Mo: 0.06292 1-Yr: 0.06685 ICE-SETTLED LIBOR 1-Month Libor Set 0.98513 +.00350 (99.01487) 3-Month Libor Set 1.38738 +.01438 ...
by RJOFIG | Apr 2, 2020 | Select STIR Rates
SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES 1-Mo: 0.04663 3-Mo: 0.05778 6-Mo: 0.06106 1-Yr: 0.06759 ICE-SETTLED LIBOR 1-Month Libor Set 0.98163 -.03462 (99.01837) 3-Month Libor Set 1.37300 -.06350 ...
by RJOFIG | Apr 1, 2020 | Select STIR Rates
SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES 1-Mo: 0.04860 3-Mo: 0.05760 6-Mo: 0.06014 1-Yr: 0.06778 ICE-SETTLED LIBOR 1-Month Libor Set 1.01625 +.02337 (98.08375) 3-Month Libor Set 1.43650 -.01400 ...
