Ameribor v. Libor v. Bsby v. Sofr

AMERIBOR Settles 5/12/21

1-Month 0.09621

3-Month 0.09138

6-Month 0.09042

1-Year 0.08703

ICE-SETTLED LIBOR 5/13/21

1-Month Libor Set 0.10088 +.00275

3-Month Libor Set 0.15588 +.00175

6-Month Libor Set 0.19263 +.00250

1-Year Libor Set 0.26463 +.00025

BLOOMBERG SHORT-TERM BANK YIELD INDEX 5/13/21

1-Month BSBY Set 0.07026 +.00020

3-Month BSBY Set 0.12697 -.00128

6-Month BSBY Set 0.16223 -.00062

12-Month BSBY Set 0.22210 +.00159

SOFR Implied Rates 5/13/21 0632 HRS CST

1-Month 0.01690

3-Month 0.02688

6-Month 0.03371

1-Year 0.04458