Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 11/4/21 1 Month 0.10079 -0.00036 3 Month 0.09848 0.00120 6 Month 0.10583 -0.00018 12 Month 0.19046 -0.00480 LIBOR 11/5/21 1 Month 0.08863 -0.00100 3 Month 0.14275 -0.00163 6 Month 0.22088 0.00763 12 Month 0.35750 -0.00500 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 11/3/21 1 Month 0.10115 -0.00043 3 Month 0.09728 -0.00202 6 Month 0.10601 -0.00184 12 Month 0.19526 0.00797 LIBOR 11/4/21 1 Month 0.08963 0.00413 3 Month 0.14438 0.00463 6 Month 0.21325 -0.00525 12 Month 0.36250 0.00487 BSBY INDEX 11/4/21...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 11/2/21 1 Month 0.09935 -0.01662 3 Month 0.09930 -0.00771 6 Month 0.10785 -0.00137 12 Month 0.18729 -0.02101 LIBOR 11/3/21 1 Month 0.08550 0.00462 3 Month 0.13975 -0.00525 6 Month 0.21850 -0.00225 12 Month 0.35763 -0.00075 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 11/1/21 1 Month 0.11820 0.01056 3 Month 0.10701 0.00409 6 Month 0.00000 0.00000 12 Month 0.20830 0.07706 LIBOR 11/2/21 1 Month 0.08088 -0.00025 3 Month 0.14500 0.00412 6 Month 0.22075 0.00987 12 Month 0.35838 -0.00887 BSBY INDEX 11/2/21 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/29/21 1 Month 0.10764 0.00972 3 Month 0.10292 0.00523 6 Month 0.11446 0.01060 12 Month 0.13124 0.01677 LIBOR 11/1/21 1 Month 0.08113 -0.00637 3 Month 0.14088 0.00863 6 Month 0.21088 0.00988 12 Month 0.36725 0.00612 BSBY INDEX 11/1/21 1...