SOFR Futures Explained: 3-Month & 1-Month Pricing in Excel 

That feedback means a lot to me as you have been one of the people comment on my channel and videos for the longest time! I appreciate you coming back to let me know that the videos helped you out and that is awesome to hear that you landed such a desirable job. Good luck with the role and please come back to let me know how the new job is going

Haha ofcourse,began my level 3 prep lately and will be sure to rewatch some of your videos to brush up lol.

​@@RyanOConnellCFAAlso since you seem to have been in the industry for a while now I'm curious what your opinion is about the structured finance/securitization space..Have you worked in this area or seen anyone you know work there?.I'm loving the field so far but would love to hear your take.

@@pizzaandmeth4538 Awesome, I hope you get some value out of the videos for Level 3! I have never worked in a role that solely dedicated to securitization but I've got some exposure to it. For example, I managed the risk of an asset backed commercial paper program for the last company I worked for and found it to be very interesting. There was a lot of work that went into setting it up and making sure that everything is reported and measured properly. In my opinion, it is a cool space with lots of meaningful puzzles to solve

​@@RyanOConnellCFAThat's pretty cool,it's a bit of a niche area,but 5 months in and I find it interesting..let's see where it goes haha.

Thank you!!

I got these from CME Groups website. You can get SOFR rates and export them to XLSX for a historical time range that you define using Market Watch

You can trade them on CME Group!

Hello, I do not but I got more intimately familiar with the 3 month SOFR futures math when I built out a complex model for a client that trades them

@@RyanOConnellCFA I understand can you by any chance get me in touch with that client as I would like to learn more about sofr spread trading and beyond