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Ameribor v. Libor v. Sofr

by RJOFIG | Jul 24, 2020 | Select STIR Rates | 0 comments

AMERIBOR Settles 07/23/2020
1-Month 0.15522
3-Month 0.09975
6-Month 0.07565
1-Year 0.05902

ICE-SETTLED LIBOR 07/24/2020
1-Month Libor Set 0.17263 +.00100
3-Month Libor Set 0.24675 +.00225
6-Month Libor Set 0.31850 -.00663
1-Year Libor Set 0.45950 -.00263

SOFR Implied Rates 7/24/2020 0629 HRS CST
1-Month 0.09242
3-Month 0.08297
6-Month 0.06992
1-Year 0.04616

Curves07.24.20

 

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