SOFR + Libor Settles 06/17/2020

by | Jun 17, 2020 | Select STIR Rates | 0 comments

SOFR

1-Month 0.10008

3-Month 0.10091

6-Month 0.09497

1-Year   0.07990

ICE-SETTLED LIBOR 06/17/2020

1-Month Libor Set    0.19388           +.00013           (99.80612)

3-Month Libor Set    0.31625           +.00837           (99.68375)

6-Month Libor Set    0.42475           -.00500            (99.57525)

1-Year   Libor Set     0.58388           -.00162            (99.41612)

curves06.17.20