AMERIBOR Settles 08/06/2020

1-Month 0.10691

3-Month 0.08596

6-Month 0.07254

1-Year   0.06215

ICE-SETTLED LIBOR 08/07/2020

1-Month Libor Set      0.16338           +.00800

3-Month Libor Set      0.25250           +.00925

6-Month Libor Set      0.30913           +.02000

1-Year   Libor Set       0.44900           +00262

SOFR Implied Rates 8/07/2020   0627 HRS CST

1-Month 0.08341

3-Month 0.07516

6-Month 0.06654

1-Year   0.04575

[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2020/08/curves08.07.20.pdf”]