Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 8/14/22 1 Month 2.44253 -0.00525 3 Month 2.72667 0.00513 6 Month 3.17969 0.00569 12 Month 3.50644 0.00836 LIBOR 8/15/22 1 Month 2.37971 -0.00715 3 Month 2.94186 0.02029 6 Month 3.53300 0.02371 12 Month 3.99457 0.03557 BSBY INDEX 8/15/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 8/11/22 1 Month 2.44778 -0.02201 3 Month 2.72154 -0.01705 6 Month 3.17400 -0.03254 12 Month 3.49808 -0.01577 LIBOR 8/12/22 1 Month 2.38686 -0.01354 3 Month 2.92157 -0.00114 6 Month 3.50929 -0.03728 12 Month 3.95900 -0.03914 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 8/10/22 1 Month 2.45442 -0.01537 3 Month 2.71216 -0.02643 6 Month 3.17137 -0.03517 12 Month 3.47974 -0.03411 LIBOR 8/11/22 1 Month 2.39100 -0.00940 3 Month 2.90514 -0.01757 6 Month 3.48871 -0.05786 12 Month 3.92814 -0.07000 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 8/9/22 1 Month 2.46979 -0.00524 3 Month 2.73859 0.00273 6 Month 3.20654 0.01563 12 Month 3.51385 0.03493 LIBOR 8/10/22 1 Month 2.40040 0.02026 3 Month 2.92271 0.00171 6 Month 3.54657 -0.00386 12 Month 3.99814 0.00728 BSBY INDEX 8/10/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 8/8/22 1 Month 2.47503 0.00150 3 Month 2.73586 0.01152 6 Month 3.19091 0.00648 12 Month 3.47892 -0.00820 LIBOR 8/9/22 1 Month 2.38014 -0.00843 3 Month 2.92100 0.00943 6 Month 3.55043 -0.01843 12 Month 3.99086 -0.00385 BSBY INDEX 8/9/22 1...