AMERIBOR Settles 12/03/2020

1-Month 0.08033

3-Month 0.07804

6-Month 0.07600

1-Year   0.07287

ICE-SETTLED LIBOR 12/04/2020

1-Month Libor Set        0.15175            -.00100

3-Month Libor Set        0.22588            +.00050

6-Month Libor Set        0.25575            -.00163

1-Year Libor Set           0.33675            +.00037

SOFR Implied Rates 12/04/2020   0631 HRS CST

1-Month 0.07586

3-Month 0.07333

6-Month 0.06593

1-Year   0.06626

[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2020/12/curves.12.04.20.pdf”]