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...

Ameribor v.Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 8/4/22 1 Month 2.47353 0.00721 3 Month 2.72434 0.04927 6 Month 3.18443 0.11606 12 Month 3.48712 0.18278 LIBOR 8/5/22 1 Month 2.38857 0.01914 3 Month 2.91157 0.04486 6 Month 3.56886 0.14329 12 Month 3.99471 0.13485 BSBY INDEX 8/5/22 1 Month...

Ameribor v. Libor v. Bsby v.Sofr

Date Settles Change AMERIBOR 8/4/22 1 Month 2.46632 -0.00188 3 Month 2.67507 0.00947 6 Month 3.06837 -0.00873 12 Month 3.30434 -0.01774 LIBOR 8/5/22 1 Month 2.36943 -0.00328 3 Month 2.86671 0.00432 6 Month 3.42557 0.03286 12 Month 3.85986 -0.01914 BSBY INDEX 8/5/22 1...