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...
by RJOFIG | Mar 17, 2020 | Select STIR Rates
TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 0.22141 3-Mo: 0.15800 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 0.11179 1-Yr: 0.11600 ICE-SETTLED LIBOR 1-Month Libor Set 0.75000 +.13840 (99.25000) 3-Month Libor Set ...
by RJOFIG | Mar 16, 2020 | Select STIR Rates
FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 0.19098 3-Mo: 0.13160 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 0.10209 1-Yr: 0.10413 ICE-SETTLED LIBOR 1-Month Libor Set 0.61160 -.18850 ...
by RJOFIG | Mar 13, 2020 | Select STIR Rates
FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 0.38657 3-Mo: 0.24568 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 0.17746 1-Yr: 0.16105 ICE-SETTLED LIBOR 1-Month Libor Set 0.80010 +.09550 (99.19990) 3-Month...
by RJOFIG | Mar 12, 2020 | Uncategorized
FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 0.34633 3-Mo: 0.22693 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 0.16575 1-Yr: 0.14467 ICE-SETTLED LIBOR 1-Month Libor Set 0.70460 -.09200 (99.29540) 3-Month Libor...
