Ameribor v. Libor v. Sofr

AMERIBOR Settles 5/3/2021

1-Month 0.09269

3-Month 0.09620

6-Month 0.09999

1-Year   0.09204

ICE-SETTLED LIBOR 5/4/2021

1-Month Libor Set      0.10838           +.00113

3-Month Libor Set      0.17538           -.00100

6-Month Libor Set      0.20663           +.00175

1-Year Libor Set         0.28288           +.00175

SOFR Implied Rates 5/4/2021 0627 HRS CST

1-Month 0.02159

3-Month 0.03246

6-Month 0.04117

1-Year   0.05268