AMERIBOR Settles 09/30/2020
1-Month 0.09884
3-Month 0.09428
6-Month 0.08654
1-Year 0.08068
ICE-SETTLED LIBOR 09/30/2020
1-Month Libor Set 0.1483 -.07bps
3-Month Libor Set 0.2339 +.88bps
6-Month Libor Set 0.2598 -.53bps
SOFR Implied Rates 9/30/2020 0805 HRS CST
1-Month 0.07497
3-Month 0.07325
6-Month 0.06938
1-Year 0.05524
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2020/09/SOFR_AMERIBOR_AMBmonthly07302020.pdf”]