Although only available in monthly values, indexes comparable to SOFR include theFederal Cost of Fundsand possibly theMTA - Moving Treasury Average(sometimes called MAT or 12-MAT). See a comparison of the One-year Treasury, 30-day SOFR and the MTAand learn more about how they move -- and...
When SOFR rises, you’ll accrue more interest and your monthly payment could increase. SOFR as a measure of economic health In a hypothetical scenario where a large majority of banks are struggling for some reason, one bank would likely only lend to another at a very high rate, Gandhi ...
Well, overnight SOFR will rise from 4.31% to 4.56%. Hmmm. well that April 95.50 (4.50%) strike is intrinsically out-of-the-money vis a vis the overnight SOFR rate, but remember, the option references the June 3-month SOFR futures that settles in September. The crux of the asymmetric ...