by RJOFIG | Jul 24, 2020 | Select STIR Rates
AMERIBOR Settles 07/23/2020 1-Month 0.15522 3-Month 0.09975 6-Month 0.07565 1-Year 0.05902 ICE-SETTLED LIBOR 07/24/2020 1-Month Libor Set 0.17263 +.00100 3-Month Libor Set 0.24675 +.00225 6-Month Libor Set 0.31850 -.00663 1-Year Libor Set 0.45950 -.00263 SOFR Implied...
by RJOFIG | Jul 23, 2020 | Select STIR Rates
AMERIBOR Settles 07/22/2020 1-Month 0.15371 3-Month 0.10244 6-Month 0.07757 1-Year 0.06015 ICE-SETTLED LIBOR 07/23/2020 1-Month Libor Set 0.17163 -.00737 3-Month Libor Set 0.24450 -.01900 6-Month Libor...
by RJOFIG | Jul 21, 2020 | Select STIR Rates
AMERIBOR Settles 07/20/2020 1-Month 0.14493 3-Month 0.09647 6-Month 0.07388 1-Year 0.05796 ICE-SETTLED LIBOR 07/21/2020 1-Month Libor Set 0.17575 +.00012 3-Month Libor Set 0.25550 -.00225 6-Month Libor...
by RJOFIG | Jul 20, 2020 | Select STIR Rates
AMERIBOR Settles 07/17/2020 1-Month 0.13848 3-Month 0.09422 6-Month 0.07210 1-Year 0.05718 ICE-SETTLED LIBOR 07/20/2020 1-Month Libor Set 0.17563 -.00425 3-Month Libor Set 0.25775 -.01363 6-Month Libor...
by RJOFIG | Jul 17, 2020 | Select STIR Rates
AMERIBOR Settles 07/16/2020 1-Month 0.13204 3-Month 0.09084 6-Month 0.07031 1-Year 0.05664 ICE-SETTLED LIBOR 07/17/2020 1-Month Libor Set 0.17988 -.00687 3-Month Libor Set 0.27138 -.00037 6-Month Libor Set 0.33363 -.00875 1-Year Libor Set 0.47000 -.00550 SOFR Implied...
