Interest Rate Futures Settlements

Fed Funds Futures for June 2020 have been settled to a final settlement of 99.922 implying a daily Effective Federal Funds Rate of 0.078 percent

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2019 30-Day Fed Funds Settlement

One-Month SOFR Futures for June 2020 have been settled to a final settlement of 99.921 implying a daily Secured Overnight Financing Rate of 0.079 percent

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2019 One-Month SOFR Settlements

Three-Month SOFR Futures for Mar 2020 have been settled to a final price of 99.9607, implying a daily Secured Overnight Financing Rate of 0.0393 percent per annum

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MPC SONIA Futures for May 2019 (June MPC meeting) have been settled to a final settlement of 99.9329, implying a daily Sterling Overnight Rate of 0.0671 percent

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IMM SONIA Futures for Mar 2020 have been settled to a final price of 99.9295, implying a daily Overnight SONIA Rate of 0.0705 percent per annum

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