SOFR + Libor Settles 05/13/2020

by | May 13, 2020 | Select STIR Rates | 0 comments

SOFR

1-Month 0.06715

3-Month 0.06583

6-Month 0.06112

1-Year   0.04255

ICE-SETTLED LIBOR 05/13/2020

1-Month Libor Set    0.18363                       -.00025            (99.80637)

3-Month Libor Set    0.39238                       -.03162            (99.60762)

6-Month Libor Set    0.67513                       +.01650           (99.32487)

1-Year   Libor Set     0.76938                       +.00063           (99.23062)

[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2020/05/curves05.13.20.pdf”]