by RJOFIG | Feb 26, 2020 | Select STIR Rates
FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 1.55684 3-Mo: 1.50517 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 1.38247 1-Yr: 1.23261 ICE-SETTLED LIBOR 1-Month Libor Set 1.60388 -.00925 (98.39612) 3-Month Libor...
by RJOFIG | Feb 25, 2020 | Select STIR Rates
TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 1.56853 3-Mo: 1.52461 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 1.40498 1-Yr: 1.25294 ICE-SETTLED LIBOR 1-Month Libor Set 1.61263 -.00350 (98.38737) 3-Month Libor Set 1.63763 ...
