Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 6/29/22 1 Month 1.75890 0.01150 3 Month 2.12346 0.01026 6 Month 2.64800 0.01112 12 Month 3.19711 0.00585 LIBOR 6/30/22 Change 1 Month 1.78671 0.07357 3 Month 2.28514 0.00800 6 Month 2.93514 -0.01157 12 Month 3.61900 0.00543 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 6/28/22 1 Month 1.74740 0.00406 3 Month 2.11320 -0.00109 6 Month 2.63688 -0.00488 12 Month 3.19126 0.00641 LIBOR 6/29/22 Change 1 Month 1.71314 0.04700 3 Month 2.27714 0.02671 6 Month 2.94671 0.06985 12 Month 3.61357 0.00628 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 6/27/22 1 Month 1.74334 0.00487 3 Month 2.11429 0.01776 6 Month 2.64176 0.02966 12 Month 3.18485 0.04572 LIBOR 6/28/22 Change 1 Month 1.66614 0.01385 3 Month 2.25043 0.01886 6 Month 2.87686 0.01472 12 Month 3.60729 0.03529 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 6/24/22 1 Month 1.73847 0.00434 3 Month 2.09653 0.00515 6 Month 2.61210 -0.00832 12 Month 3.13913 -0.01468 LIBOR 6/27/22 Change 1 Month 1.65229 0.01958 3 Month 2.23157 -0.00286 6 Month 2.86214 -0.00443 12 Month 3.57200 0.02729 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 6/23/22 1 Month 1.73413 -0.00350 3 Month 2.09138 0.02303 6 Month 2.62042 0.01001 12 Month 3.15381 -0.03342 LIBOR 6/24/22 Change 1 Month 1.63270 0.00913 3 Month 2.23440 0.03711 6 Month 2.86660 0.03131 12 Month 3.54471 0.01142 BSBY INDEX...