Ameribor v. Libor v. Sofr

AMERIBOR Settles 2/3/2021 1-Month 0.06736 3-Month 0.06852 6-Month 0.07056 1-Year   0.07221 ICE-SETTLED LIBOR 2/4/2021 1-Month Libor Set      0.12350           +.01025 3-Month Libor Set      0.15650           -.00250 6-Month Libor Set      0.22250           -.00125...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 2/2/2021 1-Month 0.06717 3-Month 0.06748 6-Month 0.06923 1-Year   0.07155 ICE-SETTLED LIBOR 2/3/2021 1-Month Libor Set      0.11325           -.00200 3-Month Libor Set      0.19513           +.00288 6-Month Libor Set      0.22375           +.00662...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 2/1/2021 1-Month 0.06967 3-Month 0.06822 6-Month 0.06957 1-Year   0.07172 ICE-SETTLED LIBOR 2/2/2021 1-Month Libor Set      0.11525           +.00225 3-Month Libor Set      0.19225           -.00325 (New all time low in 3 month Libor) 6-Month Libor...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 1/29/2021 1-Month 0.06264 3-Month 0.06522 6-Month 0.06893 1-Year   0.07013 ICE-SETTLED LIBOR 2/1/2021 1-Month Libor Set      0.11300           -.00650 3-Month Libor Set      0.19950           -.00638 (New all time low in 3 month Libor) 6-Month Libor...