SOFR + Libor Settles 07/01/2020

by | Jul 1, 2020 | Select STIR Rates

SOFR 1-Month 0.07128 3-Month 0.06723 6-Month 0.05730 1-Year   0.03244 ICE-SETTLED LIBOR 07/01/2020 1-Month Libor Set    0.16625           +.00400           (99.83375) 3-Month Libor Set    0.29850           -.00350            (99.60150) 6-Month Libor Set   ...