Ameribor v. Libor v. Sofr

by | Apr 13, 2021 | Select STIR Rates | 0 comments

AMERIBOR Settles 4/12/2021

1-Month 0.09281

3-Month 0.09094

6-Month 0.09048

1-Year   0.08706

ICE-SETTLED LIBOR 4/13/2021

1-Month Libor Set      0.11463           +.00238

3-Month Libor Set      0.18375           -.00200

6-Month Libor Set      0.21950           +.00487

1-Year Libor Set         0.28775           +.00337

SOFR Implied Rates 4/13/2021 0624 HRS CST

1-Month 0.01944

3-Month 0.02838

6-Month 0.03660

1-Year   0.04850

curves.4.13.21