Resources
At CIRM, we strive to provide better information to enable more informed decisions. Additional resources are below.
Forward curves represent market-implied future settings of an index at a specific point in time. Yield curves for 1M Term SOFR and 30-day Average SOFR are posted here daily and available for download in Excel format.
Weekly updates to U.S. Treasury Yields, focusing on historical changes, are provided here. Implied forward rates are also shown, and a comprehensive summary Treasury Forwards report is available for download in Excel.
Here we explain some of the more common derivative products used in the OTC market to hedge interest rate risk: Interest Rate Caps, Corridors, Swaps, and Swaptions. Learn more here about these products and the benefits they offer.
How does one actually buy a derivative product? What are the steps required of both the buyer and the seller? Here we provide an overview of the key essentials and steps involved in hedge execution.
With CIRM as your fiduciary, you have an experienced partner on your team. We act for the sole benefit and interest of our clients, with no financial interest in any recommendation. Here we compare our fiduciary approach to that of a traditional broker.