AMERIBOR Settles 09/22/2020

1-Month 0.09447

3-Month 0.09014

6-Month 0.08244

1-Year   0.07613

ICE-SETTLED LIBOR 09/23/2020

1-Month Libor Set      0.14813           -.00300

3-Month Libor Set      0.22500           +.00250

6-Month Libor Set      0.27163           -.00312

1-Year   Libor Set       0.37175           -.00475

SOFR Implied Rates 9/23/2020   0627 HRS CST

1-Month 0.07893

3-Month 0.07776

6-Month 0.07312

1-Year   0.05992

[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2020/09/curves09.23.20.pdf”]