Ameribor v. Libor v. Sofr

by | Dec 28, 2020 | Select STIR Rates | 0 comments

AMERIBOR Settles 12/24/2020

1-Month 0.09178

3-Month 0.08258

6-Month 0.07754

1-Year   0.07496

SOFR Implied Rates 12/28/2020 0745 HRS CST

1-Month 07660

3-Month 0.06803

6-Month 0.06016

1-Year   0.05958

curves.12.28.20