Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/13/21 1 Month 0.08964 -0.00288 3 Month 0.08665 -0.00254 6 Month 0.09097 -0.00084 12 Month 0.09684 0.00157 LIBOR 10/14/21 1 Month 0.08588 -0.00437 3 Month 0.12225 -0.00150 6 Month 0.15925 0.00250 12 Month 0.27263 0.00688 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/12/21 1 Month 0.09252 -0.00144 3 Month 0.08919 -0.00215 6 Month 0.09181 -0.00281 12 Month 0.09527 -0.00465 LIBOR 10/13/21 1 Month 0.09025 0.00237 3 Month 0.12375 -0.00300 6 Month 0.15675 -0.00038 12 Month 0.26575 0.00437 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/11/21 1 Month 0.09396 -0.00108 3 Month 0.09134 -0.00204 6 Month 0.09462 -0.00038 12 Month 0.09992 0.00234 LIBOR 10/12/21 1 Month 0.08788 0.00425 3 Month 0.12675 0.00562 6 Month 0.15713 0.00063 12 Month 0.26138 0.01438 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/7/21 1 Month 0.09504 0.00072 3 Month 0.09338 0.00024 6 Month 0.09500 0.00123 12 Month 0.09758 0.00260 LIBOR 10/8/21 1 Month 0.08363 -0.00237 3 Month 0.12113 -0.00250 6 Month 0.15650 0.00062 12 Month 0.24700 0.00387 BSBY INDEX 10/8/21 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/6/21 1 Month 0.09432 -0.00144 3 Month 0.09314 -0.00048 6 Month 0.09377 0.00010 12 Month 0.09498 0.00059 LIBOR 10/7/21 1 Month 0.08600 -0.00113 3 Month 0.12363 -0.00037 6 Month 0.15588 -0.00025 12 Month 0.24313 0.00200 BSBY INDEX 10/7/21...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/5/21 1 Month 0.09576 0.00000 3 Month 0.09362 -0.00037 6 Month 0.09367 -0.00036 12 Month 0.09439 -0.00072 LIBOR 10/6/21 1 Month 0.08713 0.00138 3 Month 0.12400 0.00000 6 Month 0.15613 0.00100 12 Month 0.24113 0.00425 BSBY INDEX 10/6/21 1...