AMERIBOR Settles 11/09/2020
1-Month 0.09144
3-Month 0.08392
6-Month 0.08061
1-Year 0.07902
ICE-SETTLED LIBOR 11/10/2020
1-Month Libor Set 0.14013 +.01025
3-Month Libor Set 0.21363 +.00863
6-Month Libor Set 0.24300 +.00125
1-Year Libor Set 0.33813 +.00563
SOFR Implied Rates 11/10/2020
1-Month 0.09303
3-Month 0.09050
6-Month 0.08554
1-Year 0.08020
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2020/11/curves.11.10.20.pdf”]SOFR Implied Rates 11/10/2020 0632 HRS CST