Ameribor v. Libor v. Sofr

by | Apr 22, 2021 | Select STIR Rates | 0 comments

AMERIBOR Settles 4/21/2021

1-Month 0.08997

3-Month 0.08961

6-Month 0.09214

1-Year   0.08789

ICE-SETTLED LIBOR 4/22/2021

1-Month Libor Set      0.10613           -.00412

3-Month Libor Set      0.17575           +.00287

6-Month Libor Set      0.21063           -.00587

1-Year Libor Set         0.28075           -.00150

SOFR Implied Rates 4/22/2021 0624 HRS CST

1-Month 0.02149

3-Month 0.03055

6-Month 0.03946

1-Year   0.05103

curves.4.22.21