Ameribor v. Libor v. Bsby v. Sofr

AMERIBOR Settles 5/24/21

1-Month 0.10317

3-Month 0.10211

6-Month 0.10026

1-Year 0.09227

ICE-SETTLED LIBOR 5/25/21

1-Month Libor Set 0.09000 -.00100

3-Month Libor Set 0.13850 -.00238

6-Month Libor Set 0.17675 +.00012

1-Year Libor Set 0.25600 -.00225

BLOOMBERG SHORT-TERM BANK YIELD INDEX SET 5/25/21

1-Month BSBY Set 0.06432 -.00122

3-Month BSBY Set 0.11242 -.00298

6-Month BSBY Set 0.14687 -.00184

12-Month BSBY Set 0.20933 -.00270

SOFR Implied Rates 5/25/21 0628 HRS CST

1-Month 0.01675

3-Month 0.02614

6-Month 0.03189

1-Year 0.04074