Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/28/21 1 Month 0.05976 -0.03816 3 Month 0.08773 -0.00996 6 Month 0.10351 -0.00035 12 Month 0.12062 0.00615 LIBOR 10/29/21 1 Month 0.08750 0.00112 3 Month 0.13225 0.00062 6 Month 0.20100 0.00838 12 Month 0.36113 -0.00950 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/27/21 1 Month 0.09792 0.00144 3 Month 0.09769 0.00344 6 Month 0.10386 0.00362 12 Month 0.11447 0.00434 LIBOR 10/28/21 1 Month 0.08638 -0.00062 3 Month 0.13163 0.00300 6 Month 0.19262 0.01299 12 Month 0.37063 0.03838 BSBY INDEX 10/28/21...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/26/21 1 Month 0.09648 -0.00504 3 Month 0.09425 -0.00216 6 Month 0.10024 -0.00134 12 Month 0.11013 -0.00067 LIBOR 10/27/21 1 Month 0.08700 0.00000 3 Month 0.12863 -0.00725 6 Month 0.17963 0.00338 12 Month 0.33225 0.00950 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/25/21 1 Month 0.10152 -0.02161 3 Month 0.09641 -0.00978 6 Month 0.10158 -0.00743 12 Month 0.11080 -0.00877 LIBOR 10/26/21 1 Month 0.08700 -0.00075 3 Month 0.13588 0.00138 6 Month 0.17625 -0.00163 12 Month 0.32275 -0.00663 BSBY INDEX...

Ameribor v. Libor v. Sofr v. Bsby

Date Settles Change AMERIBOR 10/22/21 1 Month 0.12313 -0.01728 3 Month 0.10619 -0.01229 6 Month 0.10901 -0.00348 12 Month 0.11957 0.00079 LIBOR 10/25/21 1 Month 0.08775 -0.00013 3 Month 0.13450 0.00962 6 Month 0.17788 0.00588 12 Month 0.32938 0.01250 BSBY INDEX...