Ameribor v. Libor v. Sofr

AMERIBOR Settles 12/30/2020 1-Month 0.08432 3-Month 0.07814 6-Month 0.07524 1-Year   0.07381 ICE-SETTLED LIBOR 12/31/2020 1-Month Libor Set        0.1439     -.01bps 3-Month Libor Set        0.2384     +.09bps 6-Month Libor Set        0.2576     -.19bps 1-Year Libor...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 12/29/2020 1-Month 0.08576 3-Month 0.07878 6-Month 0.07626 1-Year   0.07505 ICE-SETTLED LIBOR 12/30/2020 1-Month Libor Set        0.1440     -.28bps 3-Month Libor Set        0.2375     +1.64bps 6-Month Libor Set        0.2595     +.24bps 1-Year Libor...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 12/28/2020 1-Month 0.08882 3-Month 0.08072 6-Month 0.07725 1-Year   0.07554 ICE-SETTLED LIBOR 12/29/2020 1-Month Libor Set        0.1468 3-Month Libor Set        0.2539 6-Month Libor Set        0.2571 1-Year Libor Set           0.3413 SOFR Implied...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 12/24/2020 1-Month 0.09178 3-Month 0.08258 6-Month 0.07754 1-Year   0.07496 SOFR Implied Rates 12/28/2020 0745 HRS CST 1-Month 07660 3-Month 0.06803 6-Month 0.06016 1-Year   0.05958...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 12/23/2020 1-Month 0.09324 3-Month 0.08533 6-Month 0.07762 1-Year   0.07265 ICE-SETTLED LIBOR 12/24/2020 1-Month Libor Set      0.14513           -.00287 3-Month Libor Set      0.24013           -.01087 6-Month Libor Set      0.26663           +.00288...