SOFR + Libor Settles 04/28/2020

SOFR 1-Month 0.04417 3-Month 0.04789 6-Month 0.04829 1-Year    0.05531 ICE-SETTLED LIBOR 04/28/2020   1-Month Libor Set        0.40363                -.03400       (99.59637) 3-Month Libor Set        0.76013                -.08062       (99.23987) 6-Month Libor...

SOFR + Libor Settles 04/27/2020

SOFR 1-Month 0.04644 3-Month 0.05196 6-Month 0.05368 1-Year    0.06099 ICE-SETTLED LIBOR 04/27/2020   1-Month Libor Set        0.43763                -.00325       (99.56237) 3-Month Libor Set        0.84075                -.04638       (99.15925) 6-Month Libor...

SOFR + Libor Settles 04/24/2020

SOFR 1-Month 0.04727 3-Month 0.05544 6-Month 0.05582 1-Year    0.05892 ICE-SETTLED LIBOR 04/24/2020 1-Month Libor Set        0.44088                -.04637       (99.55912) 3-Month Libor Set        0.88713                -.10425       (99.11287) 6-Month Libor...

SOFR + Libor Settles 04/23/2020

SOFR 1-Month 0.04207 3-Month 0.05030 6-Month 0.05436 1-Year    0.06224 ICE-SETTLED LIBOR 04/23/2020   1-Month Libor Set        0.48725                -.08250       (99.51275) 3-Month Libor Set        0.99138                -.02887       (99.00862) 6-Month Libor...

SOFR + Libor Settles 04/22/2020

SOFR 1-Month 0.04075 3-Month 0.04981 6-Month 0.05436 1-Year    0.06363 ICE-SETTLED LIBOR 04/22/2020 1-Month Libor Set        0.56975                -.05488       (99.43025) 3-Month Libor Set        1.02025                -.02275       (98.97975) 6-Month Libor...

TERM SOFR Settles

[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2020/04/curves.10.23.25.pdf”][pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2020/04/curves.10.22.25.pdf”] Ticker Settle Yest Change 1 Month TSFR1M...