Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 7/21/22 1 Month 1.89709 0.00532 3 Month 2.35325 0.02878 6 Month 2.87501 0.00605 12 Month 3.31327 0.00734 LIBOR 7/22/22 Change 1 Month 2.25229 -0.00671 3 Month 2.76629 -0.01671 6 Month 3.32286 -0.05457 12 Month 3.81429 -0.10442 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 7/20/22 1 Month 1.89177 0.00503 3 Month 2.32447 0.01410 6 Month 2.86896 0.01895 12 Month 3.30593 0.00524 LIBOR 7/21/22 Change 1 Month 2.25900 0.04543 3 Month 2.78300 0.02400 6 Month 3.37743 0.04357 12 Month 3.91871 0.02571 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 7/19/22 1 Month 1.88674 0.05685 3 Month 2.31037 0.01423 6 Month 2.85001 0.01045 12 Month 3.30069 0.00528 LIBOR 7/20/22 Change 1 Month 2.21357 0.05200 3 Month 2.75900 0.02729 6 Month 3.33386 0.03500 12 Month 3.89300 0.02343 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 7/18/22 1 Month 1.82989 0.02233 3 Month 2.29614 0.01745 6 Month 2.83956 0.02551 12 Month 3.29541 0.00787 LIBOR 7/19/22 Change 1 Month 2.16157 0.03514 3 Month 2.73171 0.02185 6 Month 3.29886 0.03143 12 Month 3.86957 0.00657 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

LIBOR 7/18/22 Change 1 Month 2.12643 0.00614 3 Month 2.70986 -0.02771 6 Month 3.26743 -0.04386 12 Month 3.86300 -0.03343 BSBY INDEX 7/18/22 1 Month 1.94407 0.05227 3 Month 2.58495 0.05955 6 Month 3.19397 0.06260 12 Month 3.71804 0.04034 SOFR RATES 7/18/22 1 Month...