where can I find the current FRA (Forwad Rate Agreement) quotes? I know this is an OTC contract, but I would like to see what the rates for such contracts look like at the moment.
1 Answer
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The usual places - dealer runs, BBG, Refinitiv.
EDIT: for USD, EUR, GBP, CHF and AUD, you might as well look at STIR futures unless you're after 6m rather than 3m rates.
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$\begingroup$ I need this information for my presentation about FRA contract but I dont know this sites. Where exactly can I find these numbers? $\endgroup$ Commented Mar 10, 2021 at 18:03
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1$\begingroup$ For FRAs, you will - AFAIK - need access to Bloomberg or Refinitiv's Eikon product. For futures, I suggest you look at the exchange websites. CME for Eurodollars, ICE for EURIBOR / Short Sterling / Euroswiss, SFE/ASX for Aussie Bank Bills. $\endgroup$ Commented Mar 10, 2021 at 19:45