Fed Funds Futures for November 2019 have been settled to a final settlement of 98.447 implying a daily Effective Federal Funds Rate of 1.553 percent
One-Month SOFR Futures for November 2019 have been settled to a final settlement of 98.425 implying a daily Secured Overnight Financing Rate of 1.575 percent
Three-Month SOFR Futures for June 2019 (expiring Sep) have been settled to a final price of 97.6718, implying a daily Secured Overnight Financing Rate of 2.3282 percent per annum.
MPC SONIA Futures for September 2019 (Nov MPC meeting) have a final settlement of 99.2889, implying a daily Sterling Overnight Rate of 0.7111 percent.
IMM SONIA Futures for June 2019 (expiring Sep) have been settled to a final price of 99.2900, implying a daily Overnight SONIA Rate of 0.7100 percent per annum.
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