SOFR + Libor Settles 06/03/2020

by | Jun 3, 2020 | Select STIR Rates | 0 comments

SOFR

1-Month 0.07253

3-Month 0.07412

6-Month 0.06714

1-Year   0.05342

ICE-SETTLED LIBOR 06/03/2020

1-Month Libor Set    0.17363                       -.00512            (99.82637)

3-Month Libor Set    0.32663                       -.00387            (99.67337)

6-Month Libor Set    0.47650                       -.00550            (99.52350)

1-Year   Libor Set     0.62250                       -.00300            (99.37750)

curves06.03.20