Ameribor v. Libor v. Sofr

AMERIBOR Settles 07/30/2020 1-Month 0.10790 3-Month 0.08068 6-Month 0.06642 1-Year   0.05406  ICE-SETTLED LIBOR 07/31/2020 1-Month Libor Set      0.15488           -.00075 3-Month Libor Set      0.24875           -.00225 6-Month Libor Set      0.30613          ...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 07/28/2020 1-Month 0.17167 3-Month 0.10300 6-Month 0.07712 1-Year   0.05911 ICE-SETTLED LIBOR 07/29/2020 1-Month Libor Set            0.16113                 -.00575 3-Month Libor Set            0.26063                 -.00762 6-Month Libor...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 07/27/2020 1-Month 0.16523 3-Month 0.10104 6-Month 0.07621 1-Year   0.05878 ICE-SETTLED LIBOR 07/28/2020 1-Month Libor Set            0.16688                 +.00063 3-Month Libor Set            0.26825                 -.00138 6-Month Libor...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 07/24/2020 1-Month 0.16161 3-Month 0.09998 6-Month 0.07575 1-Year   0.05867 ICE-SETTLED LIBOR 07/27/2020 1-Month Libor Set            0.16625                 -.00648 3-Month Libor Set            0.26963                 +.02288 6-Month Libor...

Ameribor v. Libor v. Sofr

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...