Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 11/29/21 1 Month 0.10094 0.00176 3 Month 0.10051 0.00181 6 Month 0.12106 0.00292 12 Month 0.23129 0.00254 LIBOR 11/30/21 1 Month 0.09400 -0.00525 3 Month 0.17325 0.00237 6 Month 0.24325 -0.00275 12 Month 0.38238 -0.03750 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 11/28/21 1 Month 0.10094 0.00147 3 Month 0.09870 -0.00150 6 Month 0.11814 -0.01266 12 Month 0.22875 -0.06359 LIBOR 11/29/21 1 Month 0.09925 0.00885 3 Month 0.17088 0.00447 6 Month 0.24600 0.01573 12 Month 0.41988 0.00950 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 11/25/21 1 Month 0.09947 -0.00222 3 Month 0.10020 -0.00183 6 Month 0.13080 0.00437 12 Month 0.29234 0.02367 LIBOR 11/26/21 1 Month 0.09040 -0.00120 3 Month 0.16641 -0.01389 6 Month 0.23027 -0.02073 12 Month 0.41038 -0.03550 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 11/23/21 1 Month 0.10169 0.00126 3 Month 0.10203 0.00155 6 Month 0.12643 -0.00040 12 Month 0.26867 -0.00830 LIBOR 11/24/21 1 Month 0.09160 -0.00040 3 Month 0.18030 0.00230 6 Month 0.25100 -0.00088 12 Month 0.44588 -0.00312 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 11/22/21 1 Month 0.10043 0.00299 3 Month 0.09930 0.00000 6 Month 0.11874 0.00000 12 Month 0.24148 0.00000 LIBOR 11/23/21 1 Month 0.09200 -0.00038 3 Month 0.17800 0.00837 6 Month 0.25188 0.00800 12 Month 0.44900 0.02337 BSBY INDEX 11/23/21...