SOFR
1-Month 0.04417
3-Month 0.04789
6-Month 0.04829
1-Year 0.05531
ICE-SETTLED LIBOR 04/28/2020
1-Month Libor Set 0.40363 -.03400 (99.59637)
3-Month Libor Set 0.76013 -.08062 (99.23987)
6-Month Libor Set 0.89313 -.03125 (99.10687)
1-Year Libor Set 0.90975 -.01538 (99.09025)
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2020/04/curves04.28.20.pdf”]