SOFR + Libor Settles 06/22/2020

by | Jun 22, 2020 | Select STIR Rates | 0 comments

SOFR

1-Month 0.08615

3-Month 0.08081

6-Month 0.07623

1-Year   0.05997

ICE-SETTLED LIBOR 06/22/2020

1-Month Libor Set    0.18475           -.00538            (99.81525)

3-Month Libor Set    0.29663           -.00850            (99.70337)

6-Month Libor Set    0.39450           -.02000            (99.60550)

1-Year   Libor Set     0.57375           -.00200            (99.42625)

curves06.22.20