MacroVar analyses the SOFR forward curve to monitor the market’s expectations for the Fed’ monetary policy actions (rate hikes/cuts) and its effects on financial markets, the US and Global economic outlook.
Currently the Euribor forward curve shows a peak of interest rates in the fourth quarter of 2023, and a steady reduction in FED rates. Sign up using the form on the right to access free analytics and data of the SOFR Forward curve and all major financial markets and economies.
MacroVar presents the current shape of the SOFR curve compared to the SOFR curve shape in SOFR contracts provide estimates of the assumed path for the specific reference periods. Therefore a rate can only jump up or down after FOMC policy rate adjustment dates.the past periods (1 week, 1 month, 3 months, 6 months, 1 year).
SOFR contracts provide estimates of the assumed path for the specific reference periods. Therefore a rate can only jump up or down after FOMC policy rate adjustment dates.
SOFR forward curve prediction
What is the SOFR forward curve
The SOFR forward curves represent market-implied future settings for 1-month and 3-month Term SOFR futures, index rates commonly used in floating rate short-term loans. Each SOFR curve is derived from futures contract data. Forward curves are often useful for forecasting floating-rate debt or for calculating yield maintenance.