PROTECTED SOURCE SCRIPT
SOFR Swap Spreads (2Y, 5Y, 10Y, 30Y)
This indicator models real-time SOFR swap spreads across 2Y, 5Y, 10Y, and 30Y maturities by comparing SOFR Swapnote Futures (ICEEUR) to corresponding Treasury yields (TVC). It calculates the spread for each tenor and overlays a 90-day moving average as a fair value model, with ±1 standard deviation bands.
Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.