Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 1/3/22 1 Month 0.10094 -0.00889 3 Month 0.13030 0.00304 6 Month 0.23319 0.01222 12 Month 0.44116 0.01548 LIBOR 1/4/22 1 Month 0.10371 0.00246 3 Month 0.21600 0.00687 6 Month 0.34286 0.00411 12 Month 0.60300 0.01987 BSBY INDEX 1/4/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/31/21 1 Month 0.10094 0.01203 3 Month 0.12726 0.00322 6 Month 0.22097 -0.00064 12 Month 0.42568 0.00027 LIBOR 12/31/21 1 Month 0.10125 0.00000 3 Month 0.20913 0.00000 6 Month 0.33875 0.00000 12 Month 0.58313 0.00000 BSBY INDEX 1/3/22 1...