Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/6/21 1 Month 0.09432 -0.00144 3 Month 0.09314 -0.00048 6 Month 0.09377 0.00010 12 Month 0.09498 0.00059 LIBOR 10/7/21 1 Month 0.08600 -0.00113 3 Month 0.12363 -0.00037 6 Month 0.15588 -0.00025 12 Month 0.24313 0.00200 BSBY INDEX 10/7/21...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/5/21 1 Month 0.09576 0.00000 3 Month 0.09362 -0.00037 6 Month 0.09367 -0.00036 12 Month 0.09439 -0.00072 LIBOR 10/6/21 1 Month 0.08713 0.00138 3 Month 0.12400 0.00000 6 Month 0.15613 0.00100 12 Month 0.24113 0.00425 BSBY INDEX 10/6/21 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/4/21 1 Month 0.09576 -0.00036 3 Month 0.09399 -0.00012 6 Month 0.09403 -0.00006 12 Month 0.09511 -0.00003 LIBOR 10/5/21 1 Month 0.08575 0.00787 3 Month 0.12400 -0.00263 6 Month 0.15513 -0.00037 12 Month 0.23688 0.00488 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/1/21 1 Month 0.09612 0.00360 3 Month 0.09411 0.00073 6 Month 0.09409 0.00098 12 Month 0.09514 0.00175 LIBOR 10/4/21 1 Month 0.07788 0.00263 3 Month 0.12663 -0.00650 6 Month 0.15550 -0.00150 12 Month 0.23200 -0.00288 BSBY INDEX 10/4/21 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/30/21 1 Month 0.09252 0.00828 3 Month 0.09338 0.00272 6 Month 0.09311 0.00026 12 Month 0.09339 -0.00060 LIBOR 10/1/21 1 Month 0.07525 -0.00500 3 Month 0.13313 0.00300 6 Month 0.15700 -0.00150 12 Month 0.23488 -0.00175 BSBY INDEX 10/1/21...