AMERIBOR Settles 09/03/2020

1-Month 0.09350

3-Month 0.08708

6-Month 0.07849

1-Year   0.05276

 ICE-SETTLED LIBOR 09/04/2020

 

1-Month Libor Set      0.15425           +.00700

3-Month Libor Set      0.24800           -.00438

6-Month Libor Set      0.29213           +.00488

1-Year   Libor Set       0.42100           -.00525

 

SOFR Implied Rates 9/04/2020   0636 HRS CST

1-Month 0.07830

3-Month 0.07757

6-Month 0.07096

1-Year   0.05276

curves09.04.20