by RJOFIG | Mar 11, 2020 | Select STIR Rates
FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 0.56531 3-Mo: 0.36578 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 0.25531 1-Yr: 0.22281 ICE-SETTLED LIBOR 1-Month Libor Set 0.79660 -.01480 (99.29340) 3-Month Libor...
by RJOFIG | Mar 10, 2020 | Select STIR Rates
FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 0.64060 3-Mo: 0.43922 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 0.32874 1-Yr: 0.29038 ICE-SETTLED LIBOR 1-Month Libor Set 0.81140 +.08650 (99.18860) 3-Month Libor...
by RJOFIG | Mar 9, 2020 | Select STIR Rates
FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 0.87056 3-Mo: 0.61581 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 0.45775 1-Yr: 0.35343 ICE-SETTLED LIBOR 1-Month Libor Set 0.72490 -.13780 (99.27510) 3-Month Libor...
by RJOFIG | Mar 6, 2020 | Select STIR Rates
FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 0.87056 3-Mo: 0.61581 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 0.45775 1-Yr: 0.35343 ICE-SETTLED LIBOR 1-Month Libor Set 0.86263 -.14250 (99.51530) 3-Month Libor...
by RJOFIG | Mar 5, 2020 | Select STIR Rates
FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 0.9759% 3-Mo: 0.7204% DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 0.5501% 1-Yr: 0.4347% ICE-SETTLED LIBOR 1-Month Libor Set 1.00513 -.0111 (98.9949) 3-Month Libor...
