SOFR + Libor Settles 07/09/2020

by | Jul 9, 2020 | Select STIR Rates | 0 comments

SOFR

1-Month 0.08740

3-Month 0.07908

6-Month 0.06517

1-Year   0.03974

ICE-SETTLED LIBOR 07/09/2020

1-Month Libor Set    0.17825           -.01000            (99.82175)

3-Month Libor Set    0.26625           -.00663            (99.73375)

6-Month Libor Set    0.34850           -.00488            (99.65250)

1-Year   Libor Set     0.48413           -.00400            (99.51587)

curves07.09.20