Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/8/22 1 Month 2.63124 0.01041 3 Month 3.11541 0.03451 6 Month 3.55198 0.03880 12 Month 3.83893 0.04461 LIBOR 9/9/22 1 Month 2.77314 0.01671 3 Month 3.24543 0.00972 6 Month 3.81114 0.03128 12 Month 4.18900 -0.01400 BSBY INDEX 9/9/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/7/22 1 Month 2.62083 0.01476 3 Month 3.08090 0.01706 6 Month 3.51318 0.00630 12 Month 3.79432 -0.02964 LIBOR 9/8/22 1 Month 2.75643 0.05186 3 Month 3.23571 0.04171 6 Month 3.77986 0.02772 12 Month 4.20300 0.04271 BSBY INDEX 9/8/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/6/22 1 Month 2.60607 0.01601 3 Month 3.06384 0.04807 6 Month 3.50688 0.07557 12 Month 3.82396 0.23983 LIBOR 9/7/22 1 Month 2.70457 0.01971 3 Month 3.19400 0.02614 6 Month 3.75214 0.04185 12 Month 4.18890 0.00930 BSBY INDEX 9/7/22 1 Month...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/5/22 1 Month 2.59006 0.02225 3 Month 3.01577 0.02302 6 Month 3.43131 -0.01812 12 Month 3.58413 -0.21762 LIBOR 9/6/22 1 Month 2.68486 0.02915 3 Month 3.16786 0.00972 6 Month 3.71029 -0.02628 12 Month 4.17960 -0.04097 BSBY INDEX 9/6/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Contracts Date Settle ystd Change AMERIBOR 9/1/22 1 Month 2.56781 2.48613 0.08168 3 Month 2.99275 2.97006 0.02269 6 Month 3.44943 3.35498 0.09445 12 Month 3.80175 3.65600 0.14575 LIBOR 9/2/22 1 Month 2.65571 2.63329 0.02242 3 Month 3.15814 3.14414 0.01400 6 Month...