Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 6/22/22 1 Month 1.73763 0.01657 3 Month 2.06835 0.00845 6 Month 2.61041 -0.00579 12 Month 3.18723 -0.08356 LIBOR 6/23/22 Settles Change 1 Month 1.62357 -0.00914 3 Month 2.19729 0.01272 6 Month 2.83529 0.00872 12 Month 3.53329 -0.04657 BSBY...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 6/21/22 1 Month 1.72106 0.01208 3 Month 2.05990 0.02129 6 Month 2.61620 0.03669 12 Month 3.27079 0.03840 LIBOR 6/22/22 Settles Change 1 Month 1.63271 -0.00886 3 Month 2.18457 0.03014 6 Month 2.82657 -0.01529 12 Month 3.57986 -0.04557 BSBY...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 6/20/22 1 Month 1.70898 0.02661 3 Month 2.03861 0.30393 6 Month 2.57951 0.16751 12 Month 3.23239 -0.02426 LIBOR 6/21/22 Settles Change 1 Month 1.64157 0.02928 3 Month 2.02663 -0.06923 6 Month 2.84186 0.06143 12 Month 3.62543 0.03953 BSBY...

Libor V. Bsby v. Sofr

LIBOR 6/17/22 Settles Change 1 Month 1.61229 0.01715 3 Month 2.09586 0.03243 6 Month 2.78043 0.03286 12 Month 3.58590 -0.08810 BSBY INDEX 6/17/22 1 Month 1.48912 0.16116 3 Month 1.98757 0.09667 6 Month 2.62565 0.12196 12 Month 3.47715 0.11452 SOFR RATES 6/17/22 1...

Libor v. Ameribor v. Sofr

LIBOR 6/16/22 1 Month 1.59514 1.52343 0.07171 3 Month 2.06343 2.02957 0.03386 6 Month 2.74757 2.74828 -0.00071 12 Month 3.67400 3.61257 0.06143 BSBY INDEX 6/16/22 1 Month 1.32796 1.26015 0.06781 3 Month 1.89090 1.77085 0.12005 6 Month 2.50369 2.32664 0.17705 12 Month...