AMERIBOR Settles 12/02/2020

1-Month 0.08035

3-Month 0.07886

6-Month 0.07621

1-Year   0.07317

ICE-SETTLED LIBOR 12/03/2020

1-Month Libor Set        0.15275            +.00062

3-Month Libor Set        0.22538            -.00512

6-Month Libor Set        0.25738            -.00087

1-Year Libor Set           0.33638            +.00200

SOFR Implied Rates 12/03/2020   0631 HRS CST

1-Month 0.07354

3-Month 0.07442

6-Month 0.06942

1-Year   0.06814

[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2020/12/curves.12.03.20.pdf”]