Topic

Interest Rate Futures and Swaps

Contracts such as SOFR futures, Fed Funds futures and overnight index swaps, used to hedge or express views on short-term interest rate levels and dated policy meetings.

Current clusters

invest1 publisher

BofA's front-end short needs twice the Fed hikes swaps are pricing

Mark Cabana's team has clients short SOFR and Fed Funds futures on a view that the federal funds target climbs toward 5.5%. Current swap pricing stops 75 basis points short of that.

Publishers:cryptobriefing.com

Reality

Evidence28
Adoption: Insufficient
Hype gap+35
Incentives72
Confidence30