Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 7/14/22 1 Month 1.80756 0.00396 3 Month 2.27869 0.01780 6 Month 2.81405 0.00598 12 Month 3.28754 0.01335 LIBOR 7/15/22 Change 1 Month 2.12029 -0.03571 3 Month 2.73757 -0.00273 6 Month 3.31129 -0.07001 12 Month 3.89643 -0.08186 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 7/13/22 1 Month 1.80360 0.00687 3 Month 2.26089 0.01956 6 Month 2.80807 0.02992 12 Month 3.27419 0.01100 LIBOR 7/14/22 Change 1 Month 2.15600 0.18460 3 Month 2.74030 0.25730 6 Month 3.38130 0.31690 12 Month 3.97829 0.29158 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 7/12/22 1 Month 1.80106 0.00433 3 Month 2.25110 0.00977 6 Month 2.78852 0.01037 12 Month 3.26869 0.00550 LIBOR 7/13/22 Change 1 Month 1.99910 0.02770 3 Month 2.51200 0.02900 6 Month 3.06100 -0.00340 12 Month 3.73414 0.04743 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 7/11/22 1 Month 1.79673 0.00260 3 Month 2.24133 0.01050 6 Month 2.77815 0.01073 12 Month 3.26319 0.00568 LIBOR 7/12/22 Change 1 Month 1.97140 0.00697 3 Month 2.48300 0.02786 6 Month 3.06440 -0.00603 12 Month 3.68671 -0.03529 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 7/8/22 1 Month 1.79413 0.01082 3 Month 2.23083 0.01980 6 Month 2.76742 0.02594 12 Month 3.25751 0.01343 LIBOR 7/11/22 Change 1 Month 1.96443 0.06472 3 Month 2.45514 0.03214 6 Month 3.07043 0.02200 12 Month 3.72200 0.07714 BSBY INDEX...