Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 3/23/22 1 Month 0.38178 -0.01102 3 Month 0.62345 -0.00054 6 Month 0.99729 -0.00103 12 Month 1.56442 -0.02481 LIBOR 3/24/22 1 Month 0.44714 -0.00943 3 Month 0.96557 -0.00014 6 Month 1.42586 0.03615 12 Month 2.05786 0.04700 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 3/22/22 1 Month 0.39280 0.00256 3 Month 0.62399 -0.01928 6 Month 0.99832 -0.05158 12 Month 1.58923 -0.02123 LIBOR 3/23/22 1 Month 0.45657 0.00171 3 Month 0.96571 0.01200 6 Month 1.38971 0.00514 12 Month 2.01086 -0.00171 BSBY INDEX 3/23/22...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 3/18/22 1 Month 0.44543 0.15164 3 Month 0.54558 0.01413 6 Month 0.88426 0.02504 12 Month 1.40722 0.03501 LIBOR 3/21/22 1 Month 0.44400 -0.00257 3 Month 0.96757 0.03357 6 Month 1.33614 0.04857 12 Month 1.86814 0.08171 BSBY INDEX 3/21/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 3/15/22 1 Month 0.35698 0.06319 3 Month 0.55360 0.02215 6 Month 0.88329 0.02407 12 Month 1.33700 0.02004 LIBOR 3/16/22 1 Month 0.46757 0.02614 3 Month 0.94814 0.03171 6 Month 1.25671 0.01885 12 Month 1.71529 0.03015 BSBY INDEX 3/16/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 3/14/22 1 Month 0.29379 0.03994 3 Month 0.53145 0.03264 6 Month 0.85922 0.06242 12 Month 1.31696 0.09045 LIBOR 3/15/22 1 Month 0.44143 0.01086 3 Month 0.91643 0.03172 6 Month 1.23786 0.06286 12 Month 1.68514 0.02828 BSBY INDEX 3/15/22 1...