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The document lists market quotes and sources for various maturity dates ranging from overnight to 30 years. It provides LIBOR rates for short-term maturities from overnight to 1 year, futures prices for maturities from 3 months to 1 year, and swap rates for maturities from 2 to 30 years. A remark notes that the maturity dates of the futures correspond to the end of their 3-month reference periods.
The document lists market quotes and sources for various maturity dates ranging from overnight to 30 years. It provides LIBOR rates for short-term maturities from overnight to 1 year, futures prices for maturities from 3 months to 1 year, and swap rates for maturities from 2 to 30 years. A remark notes that the maturity dates of the futures correspond to the end of their 3-month reference periods.
The document lists market quotes and sources for various maturity dates ranging from overnight to 30 years. It provides LIBOR rates for short-term maturities from overnight to 1 year, futures prices for maturities from 3 months to 1 year, and swap rates for maturities from 2 to 30 years. A remark notes that the maturity dates of the futures correspond to the end of their 3-month reference periods.