Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 2/10/22 1 Month 0.11326 -0.00231 3 Month 0.36838 0.01110 6 Month 0.68862 0.05450 12 Month 1.15387 0.21963 LIBOR 2/11/22 1 Month 0.19114 0.06743 3 Month 0.50643 0.11157 6 Month 0.84043 0.17600 12 Month 1.39229 0.26772 BSBY INDEX 2/11/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 2/7/22 1 Month 0.10094 0.00002 3 Month 0.25370 -0.01391 6 Month 0.51110 -0.01764 12 Month 0.87562 -0.02162 LIBOR 2/8/22 1 Month 0.12571 0.00100 3 Month 0.36629 0.00386 6 Month 0.63986 0.01729 12 Month 1.09171 0.00000 BSBY INDEX 2/8/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 2/4/22 1 Month 0.10094 0.00045 3 Month 0.26761 0.05325 6 Month 0.52874 0.09328 12 Month 0.89724 0.12288 LIBOR 2/7/22 1 Month 0.12471 0.00942 3 Month 0.36243 0.02343 6 Month 0.62257 0.06714 12 Month 1.09171 0.09271 BSBY INDEX 2/7/22 1 Month...

Ameribor v. Libor v.

Date Settles Change AMERIBOR 2/3/22 1 Month 0.10094 0.01011 3 Month 0.21436 0.00571 6 Month 0.43546 0.01834 12 Month 0.77436 0.02625 LIBOR 2/4/22 1 Month 0.11529 0.00399 3 Month 0.33900 0.02400 6 Month 0.55543 0.02673 12 Month 0.99900 0.05514 BSBY INDEX 2/4/22 1 Month...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 2/2/22 1 Month 0.10094 0.00485 3 Month 0.20865 -0.00187 6 Month 0.41712 -0.00869 12 Month 0.74811 -0.01544 LIBOR 2/3/22 1 Month 0.11130 0.00320 3 Month 0.31500 0.00440 6 Month 0.52870 0.00560 12 Month 0.94386 0.01415 BSBY INDEX 2/3/22 1...