Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/30/2020 1-Month 0.09884 3-Month 0.09428 6-Month 0.08654 1-Year   0.08068 ICE-SETTLED LIBOR 09/30/2020 1-Month Libor Set      0.1483           -.07bps 3-Month Libor Set      0.2339          +.88bps 6-Month Libor Set      0.2598          -.53bps SOFR...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/29/2020 1-Month 0.09778 3-Month 0.09296 6-Month 0.08506 1-Year   0.07995 ICE-SETTLED LIBOR 09/29/2020 1-Month Libor Set      0.1490           +.24bps 3-Month Libor Set      0.2251           +.47bps 6-Month Libor Set      0.2651           -.42bps...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/28/2020 1-Month 0.10188 3-Month 0.09524 6-Month 0.08716 1-Year   0.08100 ICE-SETTLED LIBOR 09/28/2020 1-Month Libor Set      0.1466           +.05bps 3-Month Libor Set      0.2204           +.25bps 6-Month Libor Set      0.2693           -.20bps...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/24/2020 1-Month 0.10239 3-Month 0.09577 6-Month 0.08767 1-Year   0.08124 ICE-SETTLED LIBOR 09/25/2020 1-Month Libor Set      0.14613           +.00138 3-Month Libor Set      0.21788           -.01537 6-Month Libor Set      0.27125           -.00225...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/23/2020 1-Month 0.09856 3-Month 0.09428 6-Month 0.08700 1-Year   0.08091 ICE-SETTLED LIBOR 09/24/2020 1-Month Libor Set      0.14475           -.00338 3-Month Libor Set      0.23325           +.00825 6-Month Libor Set      0.27350           +.00187...