Ameribor v. Libor v. Sofr

AMERIBOR Settles 07/22/2020 1-Month 0.15371 3-Month 0.10244 6-Month 0.07757 1-Year   0.06015 ICE-SETTLED LIBOR 07/23/2020 1-Month Libor Set            0.17163                 -.00737 3-Month Libor Set            0.24450                 -.01900 6-Month Libor...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 07/20/2020 1-Month 0.14493 3-Month 0.09647 6-Month 0.07388 1-Year   0.05796 ICE-SETTLED LIBOR 07/21/2020 1-Month Libor Set            0.17575                 +.00012 3-Month Libor Set            0.25550                 -.00225 6-Month Libor...

Ameribor v. Libor v. SOFR

AMERIBOR Settles 07/17/2020 1-Month 0.13848 3-Month 0.09422 6-Month 0.07210 1-Year   0.05718 ICE-SETTLED LIBOR 07/20/2020 1-Month Libor Set            0.17563                 -.00425 3-Month Libor Set            0.25775                 -.01363 6-Month Libor...

Ameribor v. Libor v. SOFR

AMERIBOR Settles 07/16/2020 1-Month 0.13204 3-Month 0.09084 6-Month 0.07031 1-Year 0.05664 ICE-SETTLED LIBOR 07/17/2020 1-Month Libor Set 0.17988 -.00687 3-Month Libor Set 0.27138 -.00037 6-Month Libor Set 0.33363 -.00875 1-Year Libor Set 0.47000 -.00550 SOFR Implied...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 07/15/2020 1-Month 0.12818 3-Month 0.09106 6-Month 0.07093 1-Year   0.05709 ICE-SETTLED LIBOR 07/16/2020 1-Month Libor Set            0.18675                 +.00587 3-Month Libor Set            0.27175                 -.00133 6-Month Libor...