SOFR + Libor Settles 07/02/2020

by | Jul 2, 2020 | Select STIR Rates | 0 comments

SOFR

1-Month 0.07855

3-Month 0.07262

6-Month 0.06141

1-Year   0.04210

ICE-SETTLED LIBOR 07/02/2020

1-Month Libor Set    0.16375           -.00250            (99.83625)

3-Month Libor Set    0.30375           +.00525           (99.69625)

6-Month Libor Set    0.36613           -.01812            (99.63387)

curves07.02.20