Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 1/28/22 1 Month 0.10094 -0.00205 3 Month 0.23175 -0.02306 6 Month 0.43255 -0.00257 12 Month 0.75830 0.00707 LIBOR 1/31/22 1 Month 0.10686 0.00057 3 Month 0.30866 -0.00791 6 Month 0.54400 0.00957 12 Month 0.96299 0.01513 BSBY INDEX 1/31/22...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 1/27/22 1 Month 0.10094 -0.00581 3 Month 0.22804 0.00409 6 Month 0.43082 0.01528 12 Month 0.76057 0.03581 LIBOR 1/28/22 1 Month 0.10629 0.00129 3 Month 0.31657 0.01757 6 Month 0.53443 0.01572 12 Month 0.94786 0.02629 BSBY INDEX 1/28/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 1/26/22 1 Month 0.10094 -0.00111 3 Month 0.22395 0.01501 6 Month 0.41554 0.04002 12 Month 0.72174 0.07502 LIBOR 1/27/22 1 Month 0.10500 -0.00414 3 Month 0.29900 0.02143 6 Month 0.51871 0.05471 12 Month 0.92157 0.11286 BSBY INDEX 1/27/22 1...

Date Settles Change AMERIBOR 1/25/22 1 Month 0.10094 0.00134 3 Month 0.20894 0.01231 6 Month 0.37552 0.02249 12 Month 0.64672 0.03561 LIBOR 1/26/22 1 Month 0.10914 0.00124 3 Month 0.27757 0.00997 6 Month 0.46400 0.01370 12 Month 0.80871 0.01885 BSBY INDEX 1/26/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 1/24/22 1 Month 0.10094 0.00416 3 Month 0.19663 -0.00154 6 Month 0.35303 -0.00404 12 Month 0.61111 -0.01144 LIBOR 1/25/22 1 Month 0.10790 -0.00053 3 Month 0.26760 0.00046 6 Month 0.45030 0.00173 12 Month 0.78986 -0.00371 BSBY INDEX 1/25/22...