海外研报

SOFR methodology tweak: minimal impact

SOFR changes: no affiliate trades, limit specials impactLast week the NY Fed proposed two very technical changes to the SOFR calculation

Is this what data-point dependence looks like?

The poor NFP report and 0.2ppt uptick in unemployment rate brought 10Y UST yields to December 2023 lows (3.8%) and ESTR 1YF1Y to 2.08%. Growth factor

US Economic Weekly Slow and steady, not fast and furious

Weekly viewpointThis week’s jam-packed data calendar delivered mostly good news. Inflation was