Three-month term Sofr spikes ahead of rate hikes to bridge gap to Libor

By Sayed Kadiri

Friday, January 21, 2022

Three-month term Sofr rates have shot up in the last few days with sources saying March interest rate hikes are being fully priced in. Three-month Sofr hit 17.11 basis points on Friday having been at 14.52bp on Tuesday and just 9.11bp at the start of the year.

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