by RJOFIG | Apr 23, 2020 | Select STIR Rates
SOFR 1-Month 0.04207 3-Month 0.05030 6-Month 0.05436 1-Year 0.06224 ICE-SETTLED LIBOR 04/23/2020 1-Month Libor Set 0.48725 -.08250 (99.51275) 3-Month Libor Set 0.99138 -.02887 (99.00862) 6-Month Libor...
by RJOFIG | Apr 22, 2020 | Select STIR Rates
SOFR 1-Month 0.04075 3-Month 0.04981 6-Month 0.05436 1-Year 0.06363 ICE-SETTLED LIBOR 04/22/2020 1-Month Libor Set 0.56975 -.05488 (99.43025) 3-Month Libor Set 1.02025 -.02275 (98.97975) 6-Month Libor...
by RJOFIG | Apr 21, 2020 | Select STIR Rates
Term SOFR Ticker Settle Yest Change 1 Month TSFR1M Index 4.31937 4.31678 0.002590 3 Month TSFR3M Index 4.30469 4.29529 0.009400 6 Month TSFR6M Index 4.21726 4.1998 0.017460 12 Month TSFR12M Index 4.0652 4.03098 0.034220 curves.03.18.25...
by RJOFIG | Apr 17, 2020 | Select STIR Rates
SOFR 1-Month 0.05724 3-Month 0.07073 6-Month 0.07038 1-Year 0.07602 ICE-SETTLED LIBOR 04/17/20 1-Month Libor Set 0.67275 -.04550 (99.32725) 3-Month Libor Set 1.10900 -.02625 (98.89100) 6-Month Libor Set ...
by RJOFIG | Apr 16, 2020 | Select STIR Rates
SOFR 1-Month 0.05832 3-Month 0.07197 6-Month 0.07100 1-Year 0.07633 ICE-SETTLED LIBOR 04/16/20 1-Month Libor Set 0.71825 -.03250 (99.28175) 3-Month Libor Set 1.13525 +.00037 (98.86475) 6-Month Libor Set ...