Libor v. Bsby v. Sofr

Contract Date Settles Change LIBOR 10/21/22 1 Month 3.58557 0.01314 3 Month 4.35843 0.03386 6 Month 4.87500 0.04314 12 Month 5.47557 0.05443 BSBY INDEX 10/21/22 1 Month 3.43700 0.06022 3 Month 4.18877 0.02161 6 Month 4.84382 0.04911 12 Month 5.38273 0.03735 SOFR RATES...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/19/22 1 Month 3.31732 -0.01887 3 Month 3.90369 0.00814 6 Month 4.43721 0.02961 12 Month 4.81999 0.06161 LIBOR 10/20/22 1 Month 3.57243 0.07172 3 Month 4.32457 0.04700 6 Month 4.83186 0.09443 12 Month 5.42114 0.08171 BSBY INDEX 10/20/22...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/18/22 1 Month 3.33619 0.04022 3 Month 3.89555 -0.00406 6 Month 4.40760 -0.01231 12 Month 4.75838 -0.03204 LIBOR 10/19/22 1 Month 3.50071 0.01157 3 Month 4.27757 0.03500 6 Month 4.73743 0.02243 12 Month 5.33943 0.00057 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/17/22 1 Month 3.29597 -0.00029 3 Month 3.89961 -0.00601 6 Month 4.41991 -0.00559 12 Month 4.79042 -0.01112 LIBOR 10/18/22 1 Month 3.48914 0.00928 3 Month 4.24257 0.01600 6 Month 4.71500 0.04129 12 Month 5.33886 0.02646 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/14/22 1 Month 3.29626 0.04757 3 Month 3.90562 0.01051 6 Month 4.42550 0.03265 12 Month 4.80154 0.06266 LIBOR 10/17/22 1 Month 3.47896 0.03596 3 Month 4.22657 0.03286 6 Month 4.67371 -0.01158 12 Month 5.31240 0.02926 BSBY INDEX 10/17/22...