Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 11/23/21 1 Month 0.10169 0.00126 3 Month 0.10203 0.00155 6 Month 0.12643 -0.00040 12 Month 0.26867 -0.00830 LIBOR 11/24/21 1 Month 0.09160 -0.00040 3 Month 0.18030 0.00230 6 Month 0.25100 -0.00088 12 Month 0.44588 -0.00312 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 11/22/21 1 Month 0.10043 0.00299 3 Month 0.09930 0.00000 6 Month 0.11874 0.00000 12 Month 0.24148 0.00000 LIBOR 11/23/21 1 Month 0.09200 -0.00038 3 Month 0.17800 0.00837 6 Month 0.25188 0.00800 12 Month 0.44900 0.02337 BSBY INDEX 11/23/21...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 11/19/21 1 Month 0.09744 0.00405 3 Month 0.09930 -0.00021 6 Month 0.11874 0.00392 12 Month 0.24148 0.01446 LIBOR 11/22/21 1 Month 0.09238 -0.00100 3 Month 0.16963 0.00563 6 Month 0.24388 0.01450 12 Month 0.42563 0.03588 BSBY INDEX 11/22/21...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 11/18/21 1 Month 0.09339 -0.00087 3 Month 0.09951 -0.00059 6 Month 0.11482 -0.00176 12 Month 0.22702 -0.00290 LIBOR 11/19/21 1 Month 0.09338 0.00225 3 Month 0.16400 0.00437 6 Month 0.22938 0.00588 12 Month 0.38975 0.00000 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 11/17/21 1 Month 0.09426 -0.00063 3 Month 0.10010 -0.00037 6 Month 0.11658 0.00085 12 Month 0.22992 -0.00415 LIBOR 11/18/21 1 Month 0.09113 0.00238 3 Month 0.15963 0.00213 6 Month 0.22350 -0.00513 12 Month 0.38975 -0.00888 BSBY INDEX...