Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 6/24/22 1 Month 1.73847 0.00434 3 Month 2.09653 0.00515 6 Month 2.61210 -0.00832 12 Month 3.13913 -0.01468 LIBOR 6/27/22 Change 1 Month 1.65229 0.01958 3 Month 2.23157 -0.00286 6 Month 2.86214 -0.00443 12 Month 3.57200 0.02729 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 6/23/22 1 Month 1.73413 -0.00350 3 Month 2.09138 0.02303 6 Month 2.62042 0.01001 12 Month 3.15381 -0.03342 LIBOR 6/24/22 Change 1 Month 1.63270 0.00913 3 Month 2.23440 0.03711 6 Month 2.86660 0.03131 12 Month 3.54471 0.01142 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 6/22/22 1 Month 1.73763 0.01657 3 Month 2.06835 0.00845 6 Month 2.61041 -0.00579 12 Month 3.18723 -0.08356 LIBOR 6/23/22 Settles Change 1 Month 1.62357 -0.00914 3 Month 2.19729 0.01272 6 Month 2.83529 0.00872 12 Month 3.53329 -0.04657 BSBY...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 6/21/22 1 Month 1.72106 0.01208 3 Month 2.05990 0.02129 6 Month 2.61620 0.03669 12 Month 3.27079 0.03840 LIBOR 6/22/22 Settles Change 1 Month 1.63271 -0.00886 3 Month 2.18457 0.03014 6 Month 2.82657 -0.01529 12 Month 3.57986 -0.04557 BSBY...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 6/20/22 1 Month 1.70898 0.02661 3 Month 2.03861 0.30393 6 Month 2.57951 0.16751 12 Month 3.23239 -0.02426 LIBOR 6/21/22 Settles Change 1 Month 1.64157 0.02928 3 Month 2.02663 -0.06923 6 Month 2.84186 0.06143 12 Month 3.62543 0.03953 BSBY...