Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/15/22 1 Month 2.71023 0.00619 3 Month 3.33135 0.01603 6 Month 3.88315 0.02840 12 Month 4.26501 0.05142 LIBOR 9/16/22 1 Month 3.01386 0.02043 3 Month 3.56529 0.03815 6 Month 4.12329 0.06029 12 Month 4.67214 0.05071 BSBY INDEX 9/16/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/14/22 1 Month 2.70404 0.00371 3 Month 3.31532 0.00462 6 Month 3.85475 0.01873 12 Month 4.21359 0.04656 LIBOR 9/15/22 1 Month 2.99343 0.05429 3 Month 3.52714 0.04371 6 Month 4.06300 0.05286 12 Month 4.62143 0.08929 BSBY INDEX 9/15/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/9/22 1 Month 2.70033 0.03388 3 Month 3.31070 0.11887 6 Month 3.83602 0.20018 12 Month 4.16703 0.25021 LIBOR 9/14/22 1 Month 2.93914 0.12143 3 Month 3.48343 0.19086 6 Month 4.01014 0.17378 12 Month 4.53214 0.29314 BSBY INDEX 9/14/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/9/22 1 Month 2.66645 0.01033 3 Month 3.19183 0.02175 6 Month 3.63584 0.01626 12 Month 3.91682 0.01039 LIBOR 9/13/22 1 Month 2.81771 0.03431 3 Month 3.29257 0.02247 6 Month 3.83636 0.02992 12 Month 4.23900 -0.00660 BSBY INDEX 9/13/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/9/22 1 Month 2.65612 0.02488 3 Month 3.17008 0.05467 6 Month 3.61958 0.06760 12 Month 3.90643 0.06750 LIBOR 9/12/22 1 Month 2.78340 0.01026 3 Month 3.27010 0.02467 6 Month 3.80644 -0.00470 12 Month 4.24560 0.05660 BSBY INDEX 9/12/22 1...