Interest Rate Futures Settlements

Fed Funds Futures for Oct 2020 have been settled to a final settlement of 99.910 implying a daily Effective Federal Funds Rate of 0.090 percent

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2019 30-Day Fed Funds Settlement

One-Month SOFR Futures for Oct 2020 have been settled to a final settlement of 99.912 implying a daily Secured Overnight Financing Rate of 0.088 percent

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2019 One-Month SOFR Settlements

Three-Month SOFR Futures for Jun 2020 have been settled to a final price of 99.9067, implying a daily Secured Overnight Financing Rate of 0.0933 percent per annum

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MPC SONIA Futures for Sep 2020 (Nov MPC meeting) have been settled to a final settlement of 99.9462, implying a daily Sterling Overnight Rate of 0.0538 percent

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IMM SONIA Futures for Jun 2020 have been settled to a final price of 99.9415, implying a daily Overnight SONIA Rate of 0.0585 percent per annum

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