Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/28/2020 1-Month 0.10188 3-Month 0.09524 6-Month 0.08716 1-Year   0.08100 ICE-SETTLED LIBOR 09/28/2020 1-Month Libor Set      0.1466           +.05bps 3-Month Libor Set      0.2204           +.25bps 6-Month Libor Set      0.2693           -.20bps...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/20/2020 1-Month 0.09540 3-Month 0.09125 6-Month 0.08398 1-Year   0.07760 ICE-SETTLED LIBOR 09/21/2020 1-Month Libor Set      0.1519           -.0039 3-Month Libor Set      0.22330          -.0021 6-Month Libor Set      0.2729           -.0024 SOFR...

SOFR + Libor Settles 05/18/2020

SOFR 1-Month 0.06248 3-Month 0.06751 6-Month 0.06481 1-Year   0.04876 ICE-SETTLED LIBOR 05/18/2020 1-Month Libor Set    0.1708                       -.0016            (99.8292) 3-Month Libor Set    0.3766                       -.0039            (99.6234) 6-Month Libor...