Ameribor v. Libor v. Bsby v. Sofr

AMERIBOR Settles 5/20/21

1-Month 0.10181

3-Month 0.09928

6-Month 0.09367

1-Year 0.08512

ICE-SETTLED LIBOR 5/21/21

1-Month Libor Set 0.09183 -.00087

3-Month Libor Set 0.14700 -.00313

6-Month Libor Set 0.17875 -.00550

1-Year Libor Set 0.25963 -.00437

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

1-Month BSBY Set 0.06471 +.00068

3-Month BSBY Set 0.11578 -.00199

6-Month BSBY Set 0.14729 -.00311

12-Month BSBY Set 0.21126 -.00068

SOFR Implied Rates 5/21/21 0628 HRS CST

1-Month 0.02075

3-Month 0.02905

6-Month 0.03291

1-Year 0.04097