Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/16/21 1 Month 0.10094 -0.00057 3 Month 0.10995 0.00036 6 Month 0.17440 -0.00096 12 Month 0.34716 -0.00658 LIBOR 12/17/21 1 Month 0.10250 -0.00138 3 Month 0.21263 -0.00100 6 Month 0.31275 0.00125 12 Month 0.52963 0.00500 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/15/21 1 Month 0.10094 0.00411 3 Month 0.10959 0.00331 6 Month 0.17536 0.01839 12 Month 0.35374 0.02896 LIBOR 12/16/21 1 Month 0.10388 -0.00475 3 Month 0.21363 -0.00200 6 Month 0.31150 -0.01000 12 Month 0.52463 0.00775 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/10/21 1 Month 0.10094 0.00186 3 Month 0.10665 0.00037 6 Month 0.15978 0.00281 12 Month 0.32109 -0.00369 LIBOR 12/13/21 1 Month 0.10975 0.00112 3 Month 0.20275 0.00450 6 Month 0.29513 0.00688 12 Month 0.50500 -0.00438 BSBY INDEX 12/13/21...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/9/21 1 Month 0.10094 0.00531 3 Month 0.10628 -0.00452 6 Month 0.15697 0.04202 12 Month 0.32478 0.00977 LIBOR 12/10/21 1 Month 0.10863 0.00400 3 Month 0.19825 -0.00263 6 Month 0.28825 -0.00050 12 Month 0.50938 0.01113 BSBY INDEX 12/10/21...

Ameribor v. Libor v. Bsby v.Sofr

Date Settles Change AMERIBOR 12/8/21 1 Month 0.10094 -0.00632 3 Month 0.11080 0.00439 6 Month 0.11495 -0.04142 12 Month 0.31501 -0.00465 LIBOR 12/9/21 1 Month 0.10463 0.00325 3 Month 0.20088 0.00038 6 Month 0.28875 0.00062 12 Month 0.49825 0.00950 BSBY INDEX 12/9/21 1...