SOFR + Libor Settles 06/25/2020

by | Jun 25, 2020 | Select STIR Rates | 0 comments

SOFR

1-Month 0.07625

3-Month 0.07363

6-Month 0.06764

1-Year   0.05160

ICE-SETTLED LIBOR 06/25/2020

1-Month Libor Set    0.18363           +.00275           (99.81637)

3-Month Libor Set    0.30600           +.02225           (99.69400)

6-Month Libor Set    0.36463           -.01475            (99.62537)

1-Year   Libor Set     0.57038           +.00663           (99.42962)

curves06.25.20