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SOFR + Libor Settles 05/12/2020

by RJOFIG | May 12, 2020 | Select STIR Rates | 0 comments

SOFR

1-Month 0.06407
3-Month 0.05915
6-Month 0.05556
1-Year    0.04143

ICE-SETTLED LIBOR 05/12/2020

1-Month Libor Set 0.18388  -.00700 (99.80612)
3-Month Libor Set 0.42400  -.00950 (99.57600)
6-Month Libor Set 0.65863  -.00025 (99.34137)
1-Year    Libor Set 0.76875  +.00312 (99.23125)

curves05.12.20

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