Ameribor v. Libor v. Sofr

AMERIBOR Settles 08/03/2020

1-Month 0.10933

3-Month 0.08690

6-Month 0.07162

1-Year   0.05794

ICE-SETTLED LIBOR 08/04/2020

1-Month Libor Set      0.14925           -.00755

3-Month Libor Set      0.24850           -.00050

6-Month Libor Set      0.30550           +.00200

1-Year   Libor Set       0.45088           +.00413

SOFR Implied Rates 8/04/2020   0629 HRS CST

1-Month 0.08525

3-Month 0.07535

6-Month 0.06547

1-Year   0.04240