Ameribor v. Libor v. Bsby v. Sofr

Contracts Date Settles Change AMERIBOR 6/7/21 1 Month 0.09396 -0.00576 3 Month 0.09725 -0.00515 6 Month 0.09867 -0.00355 12 Month 0.09914 -0.00231 LIBOR 6/8/21 1 Month 0.077 -0.00425 3 Month 0.128 0.0049 6 Month 0.1546 -0.006 12 Month 0.24075 -0.00088 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

 ContractsDateSettles ChangeAMERIBOR6/4/21   1 Month 0.09972 0.000363 Month 0.1024 -0.000376 Month 0.10222 -0.000612 Month 0.10145 -0.0003     LIBOR6/7/21   1 Month 0.08125 03 Month 0.1231 -0.005156 Month 0.1606 -0.0042812 Month 0.24163 -0.00437     BSBY...

Ameribor v. Libor v. Bsby v. Sofr

Contracts Date Settles Change AMERIBOR 6/3/21 1 Month 0.09936 -0.00324 3 Month 0.10277 -0.00154 6 Month 0.10282 -0.00185 12 Month 0.10175 0.00663 LIBOR 6/4/21 1 Month 0.08125 0.00125 3 Month 0.12825 -0.0025 6 Month 0.16488 0.00013 12 Month 0.246 0.00037 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Contracts Date Settles Change AMERIBOR 6/2/21 1 Month 0.1026 -0.0036 3 Month 0.10431 -0.00190 6 Month 0.10467 -0.00072 12 Month 0.09512 -0.00036 LIBOR 6/3/21 1 Month 0.08 -0.0055 3 Month 0.13075 -0.00325 6 Month 0.16475 -0.00263 12 Month 0.24563 0.00075 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Contracts Date Settles Change AMERIBOR 6/1/21 1 Month 0.1062 0 3 Month 0.10621 -0.00219 6 Month 0.10539 -0.0004 12 Month 0.09548 0.00077 LIBOR 6/2/21 1 Month 0.0855 -0.00325 3 Month 0.134 0.0055 6 Month 0.16738 -0.0075 12 Month 0.24488 -0.002 BSBY INDEX 6/2/21 1 Month...