by RJOFIG | Mar 25, 2020 | Uncategorized
FUTURES IMPLIED ‘SPOT’ TERM RATES 1-Mo: 0.05500 3-Mo: 0.06832 6-Mo: 0.06470 1-Yr: 0.08424 ICE-SETTLED LIBOR 1-Month Libor Set 0.95913 -.04013 (99.04087) 3-Month Libor Set 1.26700 +.03462 (98.73300)...
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...
