Futures Brokers | R.J.O'Brien
  • Home
  • Resources
    • Select STIR Rates
    • FIG RFR Add-On
    • The Missile
    • FIG Presentations
    • Industry News
    • Risk Modeling Solutions
    • RJO FIG Primary-Secondary Yield Differentials
    • RJO FIG SFBTA 2024 PRESENTATION
    • RAMS Weekly Pricing Sheet
  • Open An Account
  • My Account
  • Why FIG
  • Contact Us
Select Page

Ameribor v. Libor v. Sofr

by RJOFIG | Feb 16, 2021 | Select STIR Rates | 0 comments

AMERIBOR Settles 2/12/2021

1-Month 0.08257

3-Month 0.07901

6-Month 0.07948

1-Year   0.07973

ICE-SETTLED LIBOR 2/16/2021

1-Month Libor Set      0.1083           +.0025

3-Month Libor Set      0.1886           -.0029

6-Month Libor Set      0.2026           -.0023

SOFR Implied Rates 2/16/2021 1207 HRS CST

1-Month 0.03308

3-Month 0.03689

6-Month 0.03930

1-Year   0.04903

curves.2.16.21

Recent Posts

  • TERM SOFR Settles
  • TERM SOFR Settles
  • TERM SOFR Settles
  • TERM SOFR Settles
  • TERM SOFR Settles

Archives

  • May 2025
  • April 2025
  • March 2025
  • February 2025
  • January 2025
  • December 2024
  • November 2024
  • October 2024
  • September 2024
  • August 2024
  • July 2024
  • June 2024
  • May 2024
  • April 2024
  • March 2024
  • February 2024
  • January 2024
  • December 2023
  • November 2023
  • October 2023
  • September 2023
  • August 2023
  • July 2023
  • June 2023
  • May 2023
  • April 2023
  • March 2023
  • February 2023
  • January 2023
  • December 2022
  • November 2022
  • October 2022
  • September 2022
  • August 2022
  • July 2022
  • June 2022
  • May 2022
  • April 2022
  • March 2022
  • February 2022
  • January 2022
  • December 2021
  • November 2021
  • October 2021
  • September 2021
  • August 2021
  • July 2021
  • June 2021
  • May 2021
  • April 2021
  • March 2021
  • February 2021
  • January 2021
  • December 2020
  • November 2020
  • October 2020
  • September 2020
  • August 2020
  • July 2020
  • June 2020
  • May 2020
  • April 2020
  • March 2020
  • February 2020
.