SOFR + Libor Settles 06/23/2020

by | Jun 23, 2020 | Select STIR Rates | 0 comments

SOFR

1-Month 0.08962

3-Month 0.08238

6-Month 0.07478

1-Year   0.05792

ICE-SETTLED LIBOR 06/23/2020

1-Month Libor Set    0.18450           -.00025            (99.81550)

3-Month Libor Set    0.29688           +.00025           (99.70312)

6-Month Libor Set    0.38263           -.01187            (99.61737)

1-Year   Libor Set     0.56538           -.00837            (99.43462)

curves06.23.20