SOFR + Libor Settles 04/23/2020

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...

SOFR + Libor Settles 04/22/2020

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...

TERM SOFR Settles

  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...

SOFR + Libor Settles 04/17/2020

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       ...

SOFR + Libor Settles 04/16/2020

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       ...