Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/15/21 1 Month 0.10094 0.00411 3 Month 0.10959 0.00331 6 Month 0.17536 0.01839 12 Month 0.35374 0.02896 LIBOR 12/16/21 1 Month 0.10388 -0.00475 3 Month 0.21363 -0.00200 6 Month 0.31150 -0.01000 12 Month 0.52463 0.00775 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/10/21 1 Month 0.10094 0.00186 3 Month 0.10665 0.00037 6 Month 0.15978 0.00281 12 Month 0.32109 -0.00369 LIBOR 12/13/21 1 Month 0.10975 0.00112 3 Month 0.20275 0.00450 6 Month 0.29513 0.00688 12 Month 0.50500 -0.00438 BSBY INDEX 12/13/21...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/9/21 1 Month 0.10094 0.00531 3 Month 0.10628 -0.00452 6 Month 0.15697 0.04202 12 Month 0.32478 0.00977 LIBOR 12/10/21 1 Month 0.10863 0.00400 3 Month 0.19825 -0.00263 6 Month 0.28825 -0.00050 12 Month 0.50938 0.01113 BSBY INDEX 12/10/21...

Ameribor v. Libor v. Bsby v.Sofr

Date Settles Change AMERIBOR 12/8/21 1 Month 0.10094 -0.00632 3 Month 0.11080 0.00439 6 Month 0.11495 -0.04142 12 Month 0.31501 -0.00465 LIBOR 12/9/21 1 Month 0.10463 0.00325 3 Month 0.20088 0.00038 6 Month 0.28875 0.00062 12 Month 0.49825 0.00950 BSBY INDEX 12/9/21 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/7/21 1 Month 0.10094 0.00247 3 Month 0.10641 -0.00149 6 Month 0.15637 0.00510 12 Month 0.31966 0.01857 LIBOR 12/8/21 1 Month 0.10138 -0.00062 3 Month 0.20050 0.00225 6 Month 0.28813 0.00475 12 Month 0.48875 0.00625 BSBY INDEX 12/8/21 1...

Date Settles Change AMERIBOR 12/6/21 1 Month 0.10094 -0.00107 3 Month 0.10790 0.00143 6 Month 0.15127 0.01122 12 Month 0.30109 0.02915 LIBOR 12/7/21 1 Month 0.10200 -0.00113 3 Month 0.19825 0.01062 6 Month 0.28338 0.00713 12 Month 0.48250 0.01700 BSBY INDEX 12/7/21 1...