AMERIBOR Settles 09/14/2020

1-Month 0.09716

3-Month 0.09218

6-Month 0.08278

1-Year   0.07446

ICE-SETTLED LIBOR 09/15/2020

1-Month Libor Set      0.15050           -.00163

3-Month Libor Set      0.24613           +.00888

6-Month Libor Set      0.27325           -.00125

1-Year   Libor Set       0.38575           -.01688

 SOFR Implied Rates 9/15/2020   0638 HRS CST

1-Month 0.08376

3-Month 0.07953

6-Month 0.07602

1-Year   0.05803

[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2020/09/curves09.15.20.pdf”]