SOFR
1-Month 0.06248
3-Month 0.06751
6-Month 0.06481
1-Year 0.04876
ICE-SETTLED LIBOR 05/18/2020
1-Month Libor Set 0.1708 -.0016 (99.8292)
3-Month Libor Set 0.3766 -.0039 (99.6234)
6-Month Libor Set 0.6281 -.0309 (99.3719)
1-Year Libor Set 0.78125 -.0037 (99.2188)
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2020/05/SOFR-Libor-Settles-5.18.20.pdf” title=”SOFR + Libor Settles 5.18.20″]