Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 1/10/22 1 Month 0.10094 -0.00050 3 Month 0.15339 0.00336 6 Month 0.28286 0.01190 12 Month 0.51875 0.02255 LIBOR 1/11/22 1 Month 0.11300 0.00900 3 Month 0.24443 0.00614 6 Month 0.38614 0.00314 12 Month 0.69557 0.01871 BSBY INDEX 1/11/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 1/7/22 1 Month 0.10094 0.00344 3 Month 0.15003 0.00890 6 Month 0.27096 0.00862 12 Month 0.49620 0.00232 LIBOR 1/10/22 1 Month 0.10400 -0.00129 3 Month 0.23829 0.00215 6 Month 0.38300 0.00657 12 Month 0.67686 0.01515 BSBY INDEX 1/10/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 1/6/22 1 Month 0.10094 0.00347 3 Month 0.14113 0.00359 6 Month 0.26234 0.01365 12 Month 0.49388 0.02789 LIBOR 1/7/22 1 Month 0.10529 0.00158 3 Month 0.23614 0.02014 6 Month 0.37643 0.03357 12 Month 0.66171 0.05871 BSBY INDEX 1/7/22 1 Month...

Date Settles Change AMERIBOR 1/5/22 1 Month 0.10094 0.00309 3 Month 0.13754 0.00710 6 Month 0.24869 0.01854 12 Month 0.46599 0.03831 LIBOR 1/6/22 1 Month 0.10371 0.00171 3 Month 0.21600 -0.00957 6 Month 0.34286 0.00286 12 Month 0.60300 0.00671 BSBY INDEX 1/6/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 1/4/22 1 Month 0.10094 0.00192 3 Month 0.13044 0.00014 6 Month 0.23015 -0.00304 12 Month 0.42768 -0.01348 LIBOR 1/5/22 1 Month 0.10200 -0.00171 3 Month 0.22557 0.00957 6 Month 0.34000 -0.00286 12 Month 0.59629 -0.00671 BSBY INDEX 1/5/22 1...