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Ameribor v. Libor v. Sofr

by RJOFIG | Apr 21, 2021 | Select STIR Rates | 0 comments

AMERIBOR Settles 4/20/2021

1-Month 0.09024

3-Month 0.09016

6-Month 0.09184

1-Year   0.08736

ICE-SETTLED LIBOR 4/21/2021

1-Month Libor Set      0.1103   (+.28bps)

3-Month Libor Set      0.1729   (-1.09bps)

6-Month Libor Set      0.2165   (-.61bps)

1-Year Libor Set         0.2823   (-.475bps)

SOFR Implied Rates 4/21/2021 0843 HRS CST

1-Month 0.02112

3-Month 0.03303

6-Month 0.04178

1-Year   0.05213

curves.4.21.21

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