Today in Stuff Basically Nobody Cares About: Z1-H2 3M SOFR widened a couple ticks yday & today, even though the fixing period for H2 SOFR *doesn't include the June Fed* the only way that spread moves is if the Fed hikes in March? (Or May I guess) Even Apr/May FFs is moving
-
-
Yep; specifically, the reference quarter starts and ends on the third Wednesdays of the quarter months
Thanks. Twitter will use this to make your timeline better. UndoUndo
-
Loading seems to be taking a while.
Twitter may be over capacity or experiencing a momentary hiccup. Try again or visit Twitter Status for more information.