SOFR + Libor Settles 04/09/2020

by | Apr 9, 2020 | Select STIR Rates

SOFR 1- Month 0.04807 3-Month 0.06456 6-Month 0.06420 1-Year 0.072040 ICE-SETTLED LIBOR 1-Month Libor Set        0.82888                -.03462       (99.17112) 3-Month Libor Set        1.31138                -.00850       (98.68862) 6-Month Libor Set       ...

SOFR + Libor Settles 04/08/2020

by | Apr 8, 2020 | Select STIR Rates

SOFR 1- Month 0.04621 3-Month 0.06507 6-Month 0.06676 1-Year    0.07641 ICE-SETTLED LIBOR 1-Month Libor Set        0.82888                -.03462       (99.17112) 3-Month Libor Set        1.31138                -.00850       (98.68862) 6-Month Libor Set       ...

SOFR + Libor Settles 04/07/2020

by | Apr 7, 2020 | Select STIR Rates

SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES 1-Mo: 0.04507 3-Mo: 0.06788 6-Mo: 0.07239 1-Yr:  0.08219 ICE-SETTLED LIBOR 1-Month Libor Set        0.8635                  -.05775       (99.13650) 3-Month Libor Set        1.31988                -.03250      ...

SOFR + Libor Settles 04/06/2020

by | Apr 6, 2020 | Select STIR Rates

SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES 1-Mo: 0.04026 3-Mo: 0.06125 6-Mo: 0.06421 1-Yr:  0.06849 ICE-SETTLED LIBOR 1-Month Libor Set        0.92125                -.06388       (99.07875) 3-Month Libor Set        1.35238                -.03500      ...

SOFR + Libor Settles 04/03/2020

by | Apr 3, 2020 | Select STIR Rates

SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES 1-Mo: 0.04265 3-Mo: 0.05867 6-Mo: 0.06292 1-Yr:  0.06685 ICE-SETTLED LIBOR 1-Month Libor Set        0.98513                +.00350      (99.01487) 3-Month Libor Set        1.38738                +.01438     ...

SOFR + Libor Settles 04/02/2020

by | Apr 2, 2020 | Select STIR Rates

SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES 1-Mo: 0.04663 3-Mo: 0.05778 6-Mo: 0.06106 1-Yr:  0.06759 ICE-SETTLED LIBOR 1-Month Libor Set        0.98163                -.03462       (99.01837) 3-Month Libor Set        1.37300                -.06350      ...