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...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/22/21 1 Month 0.10094 -0.00214 3 Month 0.11698 0.00005 6 Month 0.19764 0.00277 12 Month 0.38497 0.00494 LIBOR 12/23/21 1 Month 0.10188 -0.00087 3 Month 0.21975 0.00837 6 Month 0.33638 0.01000 12 Month 0.56113 0.00775 BSBY INDEX 12/23/21...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/21/21 1 Month 0.10094 -0.00385 3 Month 0.11693 0.00220 6 Month 0.19487 0.00834 12 Month 0.38003 0.01648 LIBOR 12/22/21 1 Month 0.10275 -0.00150 3 Month 0.21138 -0.00462 6 Month 0.32638 0.00088 12 Month 0.55338 0.01038 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/20/21 1 Month 0.10094 0.00468 3 Month 0.11473 -0.00025 6 Month 0.18653 -0.00357 12 Month 0.06355 -0.30982 LIBOR 12/21/21 1 Month 0.10425 0.00075 3 Month 0.21600 0.00175 6 Month 0.32550 0.00887 12 Month 0.54300 0.01112 BSBY INDEX...