Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 2/17/22 1 Month 0.12240 0.00425 3 Month 0.31011 -0.00326 6 Month 0.59910 -0.01073 12 Month 1.01987 -0.01919 LIBOR 2/18/22 1 Month 0.17071 0.00900 3 Month 0.47957 -0.00143 6 Month 0.78129 0.00772 12 Month 1.12586 -0.16300 BSBY INDEX 2/18/22...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 2/16/22 1 Month 0.11815 0.00051 3 Month 0.31337 -0.01428 6 Month 0.60983 -0.02922 12 Month 1.03906 -0.05002 LIBOR 2/17/22 1 Month 0.16171 0.02500 3 Month 0.48100 -0.00714 6 Month 0.77357 -0.00622 12 Month 1.28886 -0.04100 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 2/15/22 1 Month 0.11764 0.00014 3 Month 0.32765 0.00197 6 Month 0.63905 -0.02100 12 Month 1.08908 -0.02998 LIBOR 2/16/22 1 Month 0.13671 0.01701 3 Month 0.48814 0.01944 6 Month 0.77979 -0.01291 12 Month 1.32986 -0.01285 BSBY INDEX 2/16/22...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 2/14/22 1 Month 0.11750 0.00608 3 Month 0.32568 0.01305 6 Month 0.66005 0.02302 12 Month 1.11906 0.05387 LIBOR 2/15/22 1 Month 0.11970 -0.00547 3 Month 0.46870 0.01013 6 Month 0.79270 -0.00116 12 Month 1.34271 0.02057 BSBY INDEX 2/15/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 2/11/22 1 Month 0.11142 -0.00184 3 Month 0.31263 -0.05575 6 Month 0.63703 -0.05159 12 Month 1.06519 -0.08868 LIBOR 2/14/22 1 Month 0.12517 -0.06597 3 Month 0.45857 -0.04786 6 Month 0.79386 -0.04657 12 Month 1.32214 -0.07015 BSBY INDEX...