Ameribor v. Libor v. Sofr

AMERIBOR Settles 10/07/2020 1-Month 0.10505 3-Month 0.09837 6-Month 0.09153 1-Year   0.08646 ICE-SETTLED LIBOR 10/08/2020 1-Month Libor Set      0.14688           -.00012 3-Month Libor Set      0.22050           -.00090 6-Month Libor Set      0.24638           -.00375...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 10/06/2020 1-Month 0.10271 3-Month 0.09769 6-Month 0.09037 1-Year   0.08516 ICE-SETTLED LIBOR 10/07/2020 1-Month Libor Set      0.14700           +.00737 3-Month Libor Set      0.22950           -.00025 6-Month Libor Set      0.25013           +.01088...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 10/05/2020 1-Month 0.10287 3-Month 0.09785 6-Month 0.09051 1-Year   0.08522 ICE-SETTLED LIBOR 10/06/2020 1-Month Libor Set      0.13963           -.00312 3-Month Libor Set      0.22975           +.00950 6-Month Libor Set      0.23925           +.00550...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 10/02/2020 1-Month 0.10224 3-Month 0.09378 6-Month 0.08672 1-Year   0.08081 ICE-SETTLED LIBOR 10/05/2020 1-Month Libor Set      0.14275           +.00275 3-Month Libor Set      0.22025           -.01325 6-Month Libor Set      0.23375           -.01100...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 10/02/2020 1-Month 0.0988 3-Month 0.09404 6-Month 0.08709 1-Year   0.08172 ICE-SETTLED LIBOR 10/02/2020 1-Month Libor Set      0.1400          +.05bps 3-Month Libor Set      0.2335          -.05bps 6-Month Libor Set      0.2448          -.57bps SOFR...