Ameribor v. Libor v. Sofr

by | Dec 29, 2020 | Select STIR Rates | 0 comments

AMERIBOR Settles 12/28/2020

1-Month 0.08882

3-Month 0.08072

6-Month 0.07725

1-Year   0.07554

ICE-SETTLED LIBOR 12/29/2020

1-Month Libor Set        0.1468

3-Month Libor Set        0.2539

6-Month Libor Set        0.2571

1-Year Libor Set           0.3413

SOFR Implied Rates 12/29/2020 0745 HRS CST

1-Month .08142

3-Month 0.07271

6-Month 0.06335

1-Year   0.06105

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