by RJOFIG | Jan 6, 2021 | Select STIR Rates
AMERIBOR Settles 1/5/2021 1-Month 0.08284 3-Month 0.07776 6-Month 0.07374 1-Year 0.07125 ICE-SETTLED LIBOR 1/6/2021 1-Month Libor Set 0.13200 +.00012 3-Month Libor Set 0.23400 -.00288 6-Month Libor Set 0.25238 -.00150...
by RJOFIG | Jan 5, 2021 | Select STIR Rates
AMERIBOR Settles 12/31/2020 1-Month 0.08456 3-Month 0.07884 6-Month 0.07585 1-Year 0.07484 ICE-SETTLED LIBOR 1/5/2021 1-Month Libor Set 0.13088 -.00887 3-Month Libor Set 0.23688 -.00037 6-Month Libor Set 0.25388 -.00200...
by RJOFIG | Jan 4, 2021 | Select STIR Rates
AMERIBOR Settles 12/31/2020 1-Month 0.08456 3-Month 0.07884 6-Month 0.07585 1-Year 0.07484 ICE-SETTLED LIBOR 1/04/2021 1-Month Libor Set 0.13795 -.00413 3-Month Libor Set 0.23725 -.00113 6-Month Libor Set 0.25588 -.00175...
by RJOFIG | Dec 31, 2020 | Select STIR Rates
AMERIBOR Settles 12/30/2020 1-Month 0.08432 3-Month 0.07814 6-Month 0.07524 1-Year 0.07381 ICE-SETTLED LIBOR 12/31/2020 1-Month Libor Set 0.1439 -.01bps 3-Month Libor Set 0.2384 +.09bps 6-Month Libor Set 0.2576 -.19bps 1-Year Libor...
by RJOFIG | Dec 30, 2020 | Select STIR Rates
AMERIBOR Settles 12/29/2020 1-Month 0.08576 3-Month 0.07878 6-Month 0.07626 1-Year 0.07505 ICE-SETTLED LIBOR 12/30/2020 1-Month Libor Set 0.1440 -.28bps 3-Month Libor Set 0.2375 +1.64bps 6-Month Libor Set 0.2595 +.24bps 1-Year Libor...
by RJOFIG | Dec 29, 2020 | Select STIR Rates
AMERIBOR Settles 12/28/2020 1-Month 0.08882 3-Month 0.08072 6-Month 0.07725 1-Year 0.07554 ICE-SETTLED LIBOR 12/29/2020 1-Month Libor Set 0.1468 3-Month Libor Set 0.2539 6-Month Libor Set 0.2571 1-Year Libor Set 0.3413 SOFR Implied...
