AMERIBOR Settles 09/08/2020
1-Month 0.10006
3-Month 0.09163
6-Month 0.08395
1-Year 0.07513
ICE-SETTLED LIBOR 09/09/2020
1-Month Libor Set 0.15125 -.00425
3-Month Libor Set 0.25025 +.00075
6-Month Libor Set 0.28525 -.01575
1-Year Libor Set 0.41475 -.01225
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2020/09/curves09.09.20.pdf”]SOFR Implied Rates 9/09/2020 0628 HRS CST
1-Month 0.08496
3-Month 0.08331
6-Month 0.07836
1-Year 0.06220