Ameribor v. Libor v. Bsby v. Sofr

AMERIBOR Settles 5/21/21

1-Month 0.10135

3-Month 0.10120

6-Month 0.09973

1-Year 0.09227

ICE-SETTLED LIBOR 5/24/21

1-Month Libor Set 0.09100 -.00083

3-Month Libor Set 0.14088 -.00612

6-Month Libor Set 0.17663 -.00212

1-Year Libor Set 0.25825 -.00138

BLOOMBERG SHORT-TERM BANK YIELD INDEX SET 5/24/21

1-Month BSBY Set 0.06554 +.00083

3-Month BSBY Set 0.11540 -.00038

6-Month BSBY Set 0.14871 +.00142

12-Month BSBY Set 0.21203 +.00077

SOFR Implied Rates 5/22/21 0628 HRS CST

1-Month 0.02010

3-Month 0.02916

6-Month 0.03339

1-Year 0.04268