Date Settles Change AMERIBOR 1/5/22 1 Month 0.10094 0.00309 3 Month 0.13754 0.00710 6 Month 0.24869 0.01854 12 Month 0.46599 0.03831 LIBOR 1/6/22 1 Month 0.10371 0.00171 3 Month 0.21600 -0.00957 6 Month 0.34286 0.00286 12 Month 0.60300 0.00671 BSBY INDEX 1/6/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 1/4/22 1 Month 0.10094 0.00192 3 Month 0.13044 0.00014 6 Month 0.23015 -0.00304 12 Month 0.42768 -0.01348 LIBOR 1/5/22 1 Month 0.10200 -0.00171 3 Month 0.22557 0.00957 6 Month 0.34000 -0.00286 12 Month 0.59629 -0.00671 BSBY INDEX 1/5/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 1/3/22 1 Month 0.10094 -0.00889 3 Month 0.13030 0.00304 6 Month 0.23319 0.01222 12 Month 0.44116 0.01548 LIBOR 1/4/22 1 Month 0.10371 0.00246 3 Month 0.21600 0.00687 6 Month 0.34286 0.00411 12 Month 0.60300 0.01987 BSBY INDEX 1/4/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/31/21 1 Month 0.10094 0.01203 3 Month 0.12726 0.00322 6 Month 0.22097 -0.00064 12 Month 0.42568 0.00027 LIBOR 12/31/21 1 Month 0.10125 0.00000 3 Month 0.20913 0.00000 6 Month 0.33875 0.00000 12 Month 0.58313 0.00000 BSBY INDEX 1/3/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/28/21 1 Month 0.10094 -0.00958 3 Month 0.12404 0.00711 6 Month 0.22161 0.02674 12 Month 0.42541 0.04538 LIBOR 12/29/21 1 Month 0.10425 0.00300 3 Month 0.22375 0.00587 6 Month 0.35438 0.01113 12 Month 0.58600 0.01887 BSBY INDEX 12/29/21...