Interest Rate Futures Settlements

Fed Funds Futures for December 2019 have been settled to a final settlement of 98.449 implying a daily Effective Federal Funds Rate of 1.551 percent

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2018 30-Day Fed Funds Settlement

One-Month SOFR Futures for December 2019 have been settled to a final settlement of 98.454 implying a daily Secured Overnight Financing Rate of 1.546 percent

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2018 One-Month SOFR Settlements

Three-Month SOFR Futures for September 2019 have been settled to a final price of 98.2712, implying a daily Secured Overnight Financing Rate of 1.7288 percent

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MPC SONIA Futures for November 2019 (Dec MPC meeting) have been settled to a final settlement of 99.2896, implying a daily Sterling Overnight Rate of0.7104 percent

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IMM SONIA Futures for September 2019 have been settled to a final price of 99.2889, implying a daily Overnight SONIA Rate of 0.7111 percent

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