Derivative Securities - Three Month SOFR Futures Contract
Автор: Daniel Brown
Загружено: 2023-12-26
Просмотров: 1755
This video describes the three-month SOFR futures contract. This is one of the most traded interest rate futures contracts and is based on the compounded SOFR rate.
SOFR refers to the secured overnight funding rate. This rate replaced LIBOR as the preferred rate for derivative contracts. More details on the rate can be found at https://www.newyorkfed.org/markets/op...
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