Ameribor v. Sofr v. Libor

AMERIBOR Settles 09/22/2020 1-Month 0.09447 3-Month 0.09014 6-Month 0.08244 1-Year   0.07613 ICE-SETTLED LIBOR 09/23/2020 1-Month Libor Set      0.14813           -.00300 3-Month Libor Set      0.22500           +.00250 6-Month Libor Set      0.27163           -.00312...

Ameribor v. Sofr v. Libor

AMERIBOR Settles 09/21/2020 1-Month 0.09494 3-Month 0.09042 6-Month 0.08334 1-Year   0.07728 ICE-SETTLED LIBOR 09/22/2020 1-Month Libor Set      0.15113           -.00075 3-Month Libor Set      0.22250           -.00075 6-Month Libor Set      0.27475           +.00187...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/20/2020 1-Month 0.09540 3-Month 0.09125 6-Month 0.08398 1-Year   0.07760 ICE-SETTLED LIBOR 09/21/2020 1-Month Libor Set      0.1519           -.0039 3-Month Libor Set      0.22330          -.0021 6-Month Libor Set      0.2729           -.0024 SOFR...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/17/2020 1-Month 0.09629 3-Month 0.09192 6-Month 0.08288 1-Year   0.07524 ICE-SETTLED LIBOR 09/18/2020 1-Month Libor Set      0.15575           -.00055 3-Month Libor Set      0.22538           -.00200 6-Month Libor Set      0.27525           -.00038...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/16/2020 1-Month 0.09521 3-Month 0.09071 6-Month 0.08262 1-Year   0.07620 ICE-SETTLED LIBOR 09/17/2020 1-Month Libor Set      0.15625           +.00625 3-Month Libor Set      0.22738           -.00587 6-Month Libor Set      0.27563           +.00525...