SOFR + Libor Settles 02/28/20

FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 1.46574 3-Mo: 1.34065 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 1.16656 1-Yr:   0.98794 ICE-SETTLED LIBOR 1-Month Libor Set        1.51530      -.06580       (98.48470) 3-Month Libor...

SOFR + Libor Settles 02/27/20

FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 1.53581 3-Mo: 1.44585 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 1.28522 1-Yr:   1.11860 ICE-SETTLED LIBOR 1-Month Libor Set        1.58113      -.02225       (98.41887) 3-Month Libor...

SOFR + Libor Settles 02/26/20

FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 1.55684 3-Mo: 1.50517 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 1.38247 1-Yr:   1.23261 ICE-SETTLED LIBOR 1-Month Libor Set        1.60388      -.00925       (98.39612) 3-Month Libor...

SOFR + Libor Settles 02/25/20

TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 1.56853 3-Mo: 1.52461 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 1.40498 1-Yr:   1.25294 ICE-SETTLED LIBOR 1-Month Libor Set        1.61263      -.00350       (98.38737) 3-Month Libor Set        1.63763     ...

SOFR + Libor Settles 02/24/20

FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 1.56935 3-Mo: 1.52837 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 1.41816 1-Yr:   1.27332 ICE-SETTLED LIBOR 1-Month Libor Set        1.61613      -.01067       (98.38387) 3-Month Libor...