Ameribor v. Libor v. Sofr

AMERIBOR Settles 11/18/2020 1-Month 0.09116 3-Month 0.08381 6-Month 0.07915 1-Year   0.07575 ICE-SETTLED LIBOR 11/19/2020 1-Month Libor Set      0.14550           -.00100 3-Month Libor Set      0.21263           -.01112 6-Month Libor Set      0.25550           -.00138...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 11/17/2020 1-Month 0.08804 3-Month 0.08211 6-Month 0.07735 1-Year   0.07431 ICE-SETTLED LIBOR 11/18/2020 1-Month Libor Set      0.14650           -.00300 3-Month Libor Set      0.22375           -.00725 6-Month Libor Set      0.25688           -.00112...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 11/16/2020 1-Month 0.09068 3-Month 0.08382 6-Month 0.07893 1-Year   0.07510 ICE-SETTLED LIBOR 11/17/2020 1-Month Libor Set      0.14950           +.00600 3-Month Libor Set      0.23100           +.01062 6-Month Libor Set      0.25800           +.00900...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 11/13/2020 1-Month 0.09288 3-Month 0.08462 6-Month 0.07913 1-Year   0.07519 ICE-SETTLED LIBOR 11/16/2020 1-Month Libor Set      0.14350           +.00712 3-Month Libor Set      0.22038           -.00162 6-Month Libor Set      0.24900           +.00300...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 11/12/2020 1-Month 0.08993 3-Month 0.08390 6-Month 0.07887 1-Year   0.07506 ICE-SETTLED LIBOR 11/13/2020 1-Month Libor Set      0.13638           -.00450 3-Month Libor Set      0.22200           +.00100 6-Month Libor Set      0.24600           -.00538...