SOFR + Libor Settles 02/24/20

by | Feb 24, 2020 | Select STIR Rates

FUTURES IMPLIED ‘SPOT’ TERM RATES DERIVED FROM 1-MONTH SOFR FUTURES 1-Mo: 1.56935 3-Mo: 1.52837 DERIVED FROM 3-MONTH SOFR FUTURES 6-Mo: 1.41816 1-Yr:   1.27332 ICE-SETTLED LIBOR 1-Month Libor Set        1.61613      -.01067       (98.38387) 3-Month Libor...