Ameribor v. Libor v. Bsby v. Sofr

AMERIBOR Settles 5/26/21

1-Month 0.10459

3-Month 0.10217

6-Month 0.09852

1-Year 0.08918

ICE-SETTLED LIBOR 5/27/21

1-Month Libor Set 0.09213 -.00037

3-Month Libor Set 0.13463 -.00038

6-Month Libor Set 0.17113 -.00062

1-Year Libor Set 0.24875 -.00313

BLOOMBERG SHORT-TERM BANK YIELD INDEX SET 5/27/21

1-Month BSBY Set 0.05580 -.00471

3-Month BSBY Set 0.09811 -.00826

6-Month BSBY Set 0.13789 -.00629

12-Month BSBY Set 0.19733 -.00090

SOFR Implied Rates 5/27/21 0626 HRS CST

1-Month 0.01326

3-Month 0.02194

6-Month 0.02730

1-Year 0.03507