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...
by RJOFIG | Feb 28, 2020 | Select STIR Rates
FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 1.46574 3-Mo: 1.34065 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 1.16656 1-Yr: 0.98794 ICE-SETTLED LIBOR 1-Month Libor Set 1.51530 -.06580 (98.48470) 3-Month Libor...
by RJOFIG | Feb 27, 2020 | Select STIR Rates
FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 1.53581 3-Mo: 1.44585 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 1.28522 1-Yr: 1.11860 ICE-SETTLED LIBOR 1-Month Libor Set 1.58113 -.02225 (98.41887) 3-Month Libor...
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 ...
