AMERIBOR Settles 09/28/2020
1-Month 0.10188
3-Month 0.09524
6-Month 0.08716
1-Year 0.08100
ICE-SETTLED LIBOR 09/28/2020
1-Month Libor Set 0.1466 +.05bps
3-Month Libor Set 0.2204 +.25bps
6-Month Libor Set 0.2693 -.20bps
SOFR Implied Rates 9/28/2020 0805 HRS CST
1-Month 0.07499
3-Month 0.07326
6-Month 0.06969
1-Year 0.05565
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2020/09/SOFR_AMERIBOR_AMBmonthly09282020.pdf”]