Ameribor v. Libor v. Bsby v. Sofr

AMERIBOR Settles 5/18/21

1-Month 0.09478

3-Month 0.09230

6-Month 0.08919

1-Year 0.08269

ICE-SETTLED LIBOR 5/19/21

1-Month Libor Set 0.09650 -.00275

3-Month Libor Set 0.14925 -.00600

6-Month Libor Set 0.18363 -.00012

1-Year Libor Set 0.26350 +.00075

BLOOMBERG SHORT-TERM BANK YIELD INDEX 5/19/21

1-Month BSBY Set 0.06923 -.00381

3-Month BSBY Set 0.12075 -.00307

6-Month BSBY Set 0.15692 -.00033

12-Month BSBY Set 0.21970 -.00112

SOFR Implied Rates 5/19/21 0625 HRS CST

1-Month 0.01699

3-Month 0.02427

6-Month 0.03013

1-Year 0.04158