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...
by RJOFIG | Jul 15, 2020 | Select STIR Rates
AMERIBOR Settles 07/15/2020 1-Month 0.12818 3-Month 0.09106 6-Month 0.07093 1-Year 0.05709 ICE-SETTLED LIBOR 07/16/2020 1-Month Libor Set 0.18675 +.00587 3-Month Libor Set 0.27175 -.00133 6-Month Libor...
by RJOFIG | Jul 10, 2020 | Select STIR Rates
ICE-SETTLED LIBOR 07/10/2020 1-Month Libor Set 0.17538 -.00287 (99.82462) 3-Month Libor Set 0.26813 +.00188 (99.73197) 6-Month Libor Set 0.34538 -.00312 (99.65462) 1-Year Libor Set 0.48013 -.00400 (99.51987)...
by RJOFIG | Jul 9, 2020 | Select STIR Rates
SOFR 1-Month 0.08740 3-Month 0.07908 6-Month 0.06517 1-Year 0.03974 ICE-SETTLED LIBOR 07/09/2020 1-Month Libor Set 0.17825 -.01000 (99.82175) 3-Month Libor Set 0.26625 -.00663 (99.73375) 6-Month Libor Set ...