Interest Rate Futures Settlements

Fed Funds Futures for March 2020 have been settled to a final settlement of 99.348 implying a daily Effective Federal Funds Rate of 0.652 percent

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2019 30-Day Fed Funds Settlement

One-Month SOFR Futures for March 2020 have been settled to a final settlement of 99.371 implying a daily Secured Overnight Financing Rate of 0.629percent

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2019 One-Month SOFR Settlements

Three-Month SOFR Futures for December 2019 have been settled to a final price of 98.5196, implying a daily Secured Overnight Financing Rate of 1.4804 percent per annum

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MPC SONIA Futures for January 2019 (Mar MPC meeting) have been settled to a final settlement of 99.4382, implying a daily Sterling Overnight Rate of0.5618 percent

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IMM SONIA Futures for December 2019 have been settled to a final price of 99.3274, implying a daily Overnight SONIA Rate of 0.6726 percent per annum

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