Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/1/21 1 Month 0.099 0.0065 3 Month 0.09805 0.0072 6 Month 0.09776 0.0071 12 Month 0.0977 0.0055 LIBOR 9/2/21 1 Month 0.08288 -0.0004 3 Month 0.11763 -0.0013 6 Month 0.14763 -0.0042 12 Month 0.22275 -0.0049 BSBY INDEX 9/2/21 1 Month 0.0601...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 8/31/21 1 Month 0.09252 0.0024 3 Month 0.09084 0.0030 6 Month 0.09063 0.0003 12 Month 0.09216 0.0014 LIBOR 9/1/21 1 Month 0.08325 0.0008 3 Month 0.11888 -0.0008 6 Month 0.15188 0.0212 12 Month 0.22763 -0.0003 BSBY INDEX 9/1/21 1 Month...