Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/7/21 1 Month 0.10094 0.00247 3 Month 0.10641 -0.00149 6 Month 0.15637 0.00510 12 Month 0.31966 0.01857 LIBOR 12/8/21 1 Month 0.10138 -0.00062 3 Month 0.20050 0.00225 6 Month 0.28813 0.00475 12 Month 0.48875 0.00625 BSBY INDEX 12/8/21 1...

Date Settles Change AMERIBOR 12/6/21 1 Month 0.10094 -0.00107 3 Month 0.10790 0.00143 6 Month 0.15127 0.01122 12 Month 0.30109 0.02915 LIBOR 12/7/21 1 Month 0.10200 -0.00113 3 Month 0.19825 0.01062 6 Month 0.28338 0.00713 12 Month 0.48250 0.01700 BSBY INDEX 12/7/21 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/3/21 1 Month 0.10094 -0.00066 3 Month 0.10647 -0.00125 6 Month 0.14005 -0.00123 12 Month 0.27194 -0.01532 LIBOR 12/6/21 1 Month 0.10313 -0.00100 3 Month 0.18763 0.00000 6 Month 0.27625 0.00512 12 Month 0.46550 0.00400 BSBY INDEX 12/6/21...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/2/21 1 Month 0.10094 0.00324 3 Month 0.10772 0.00696 6 Month 0.14128 0.00928 12 Month 0.28726 0.02191 LIBOR 12/3/21 1 Month 0.10413 0.00063 3 Month 0.18763 0.00750 6 Month 0.27113 0.00338 12 Month 0.46150 0.00562 BSBY INDEX 12/3/21 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/1/21 1 Month 0.10094 0.00724 3 Month 0.10076 -0.00030 6 Month 0.13200 0.00315 12 Month 0.26535 0.01024 LIBOR 12/2/21 1 Month 0.10350 0.00087 3 Month 0.18013 0.00550 6 Month 0.26775 -0.00175 12 Month 0.45588 -0.00237 BSBY INDEX 12/2/21 1...