Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/29/21 1 Month 0.08424 -0.01044 3 Month 0.09066 -0.00430 6 Month 0.09285 -0.00217 12 Month 0.09399 -0.00107 LIBOR 9/30/21 1 Month 0.08025 -0.00213 3 Month 0.13013 -0.00075 6 Month 0.15850 0.00112 12 Month 0.23663 -0.00187 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

` Date Settles Change AMERIBOR 9/28/21 1 Month 0.09468 -0.01008 3 Month 0.09496 -0.00451 6 Month 0.09502 -0.00237 12 Month 0.09506 -0.00372 LIBOR 9/29/21 1 Month 0.08238 -0.00175 3 Month 0.13088 -0.00062 6 Month 0.15738 -0.00050 12 Month 0.23850 0.00000 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/27/21 1 Month 0.10476 -0.00793 3 Month 0.09947 -0.00295 6 Month 0.09739 -0.00302 12 Month 0.09878 -0.00150 LIBOR 9/28/21 1 Month 0.08413 -0.00262 3 Month 0.13150 -0.00025 6 Month 0.15788 0.00288 12 Month 0.23850 0.00250 BSBY INDEX...

Date Settles Change AMERIBOR 9/24/21 1 Month 0.11269 0.01117 3 Month 0.10242 0.00319 6 Month 0.10041 0.00224 12 Month 0.10028 0.00238 LIBOR 9/27/21 1 Month 0.08675 0.00162 3 Month 0.13175 -0.00050 6 Month 0.15500 -0.00038 12 Month 0.23600 0.00637 BSBY INDEX 9/27/21 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/23/21 1 Month 0.10152 0.00936 3 Month 0.09923 0.00430 6 Month 0.09817 0.00235 12 Month 0.09790 0.00116 LIBOR 9/24/21 1 Month 0.08513 -0.00087 3 Month 0.13225 0.00000 6 Month 0.15538 0.00038 12 Month 0.22963 0.00438 BSBY INDEX 9/24/21 1...