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Video Podcast

Expert Conversation with Matt Henry and Rob Kaplan

Date:
November 2, 2023
  • matt henry headshot

    Authors

    Matt Henry

    Managing Partner
    Chief Executive Officer

    Kennett Square

Summary

Matt Henry, Chatham's Managing Partner and CEO, and Rob Kaplan, former President and CEO of the Federal Reserve Bank of Dallas, discuss the economy, alternative capital sources, interest rates, and more.

Key discussion themes

  • Five economic drivers to follow during this market transition
  • Credit tightening at banks and the exploration of alternative capital sources
  • Advice to survive the higher-for-longer rate environment
  • The economic impact on inflation from recent government initiatives
  • Geopolitical economic affects
  • Technology and policy changes for economic advancement

Term SOFR, Fallback Rates (SOFR), and Treasury Forward Curves

Forward curves are often useful for forecasting and underwriting floating- and fixed-rate debt or for calculating yield maintenance, but should not be viewed as predictive of actual future interest rates. Stay up to date as market data changes. View swap rates and forward curves.

Currently showing:

Each FOMC member indicates their view of the midpoint of the appropriate target range of the federal funds rate at the end of each of the next three years and over the longer run assuming a normalization of monetary policy. The FOMC has updated this "Fed Dot Plot" quarterly since January 2012.

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USD LIBOR Forward Curve Hairy Chart

See how past forward curve projections have stacked up

Review our "hairy charts" for an analysis showing 1-month USD LIBOR, 3-month GBP LIBOR, and 3-month EURIBOR forward curves versus actual rate fixings over time.


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Disclaimers

Chatham Hedging Advisors, LLC (CHA) is a subsidiary of Chatham Financial Corp. and provides hedge advisory, accounting and execution services related to swap transactions in the United States. CHA is registered with the Commodity Futures Trading Commission (CFTC) as a commodity trading advisor and is a member of the National Futures Association (NFA); however, neither the CFTC nor the NFA have passed upon the merits of participating in any advisory services offered by CHA. For further information, please visit chathamfinancial.com/legal-notices.

Transactions in over-the-counter derivatives (or “swaps”) have significant risks, including, but not limited to, substantial risk of loss. You should consult your own business, legal, tax and accounting advisers with respect to proposed swap transaction and you should refrain from entering into any swap transaction unless you have fully understood the terms and risks of the transaction, including the extent of your potential risk of loss. This material has been prepared by a sales or trading employee or agent of Chatham Hedging Advisors and could be deemed a solicitation for entering into a derivatives transaction. This material is not a research report prepared by Chatham Hedging Advisors. If you are not an experienced user of the derivatives markets, capable of making independent trading decisions, then you should not rely solely on this communication in making trading decisions. All rights reserved.

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