Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 2/1/22 1 Month 0.10094 0.00093 3 Month 0.21052 -0.02371 6 Month 0.42581 -0.02087 12 Month 0.76355 -0.03021 LIBOR 2/2/22 1 Month 0.10810 -0.00490 3 Month 0.31060 0.00789 6 Month 0.52310 -0.00647 12 Month 0.92971 -0.00486 BSBY INDEX 2/2/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 1/31/22 1 Month 0.10094 -0.00265 3 Month 0.23423 0.00248 6 Month 0.44668 0.01413 12 Month 0.79376 0.03546 LIBOR 2/1/22 1 Month 0.11300 0.00614 3 Month 0.30271 -0.00595 6 Month 0.52957 -0.01443 12 Month 0.93457 -0.02842 BSBY INDEX 2/1/22 1...