Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/07/2020

1-Month 0.09552

3-Month 0.08939

6-Month 0.08188

1-Year   0.07430

 ICE-SETTLED LIBOR 09/08/2020

1-Month Libor Set      0.15550           +.00125

3-Month Libor Set      0.24950           +.00150

6-Month Libor Set      0.30100           +.00887

1-Year   Libor Set       0.42700           +.00600

SOFR Implied Rates 9/08/2020   0638 HRS CST

1-Month 0.08627

3-Month 0.08241

6-Month 0.07798

1-Year   0.06393