Fed Funds Futures for Feb 2021 have been settled to a final settlement of 99.924 implying a daily Effective Federal Funds Rate of 0.076 percent
One-Month SOFR Futures for Feb 2021 have been settled to a final settlement of 99.963 implying a daily Secured Overnight Financing Rate of 0.037 percent
Three-Month SOFR Futures for Sep 2020 have been settled to a final price of 99.9150, implying a daily Secured Overnight Financing Rate of 0.0850 percent per annum
MPC SONIA Futures for Dec 2020 (Feb MPC meeting) have been settled to a final settlement of 99.9517, implying a daily Sterling Overnight Rate of 0.0483 percent
IMM SONIA Futures for Sep 2020 have been settled to a final price of 99.9467, implying a daily Overnight SONIA Rate of 0.0533 percent per annum
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