Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 8/3/22 1 Month 2.46820 0.00006 3 Month 2.66560 0.00797 6 Month 3.07710 0.01135 12 Month 3.32208 0.00806 LIBOR 8/4/22 1 Month 2.37271 -0.00358 3 Month 2.86239 0.03010 6 Month 3.39271 0.00371 12 Month 3.87900 0.03586 BSBY INDEX 8/4/22 1...

Date Settles Change AMERIBOR 8/2/22 1 Month 2.46814 0.00291 3 Month 2.65763 0.01744 6 Month 3.06575 0.05207 12 Month 3.31402 0.11284 LIBOR 8/3/22 1 Month 2.37629 0.01900 3 Month 2.83229 0.02529 6 Month 3.38900 0.07557 12 Month 3.84314 0.13543 BSBY INDEX 8/3/22 1 Month...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 8/1/22 1 Month 2.46523 -0.00441 3 Month 2.64019 -0.00051 6 Month 3.01368 -0.00483 12 Month 3.20118 -0.00985 LIBOR 8/2/22 1 Month 2.35729 -0.00957 3 Month 2.80700 0.00486 6 Month 3.31343 -0.06271 12 Month 3.70771 -0.03443 BSBY INDEX 8/2/22...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 7/29/22 1 Month 2.46964 -0.00551 3 Month 2.64070 0.01475 6 Month 3.01851 0.03145 12 Month 3.21103 0.04044 LIBOR 8/1/22 Change 1 Month 2.36686 0.00457 3 Month 2.80214 0.01385 6 Month 3.37614 0.04628 12 Month 3.74214 0.03485 BSBY INDEX...