Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/26/21 1 Month 0.09648 -0.00504 3 Month 0.09425 -0.00216 6 Month 0.10024 -0.00134 12 Month 0.11013 -0.00067 LIBOR 10/27/21 1 Month 0.08700 0.00000 3 Month 0.12863 -0.00725 6 Month 0.17963 0.00338 12 Month 0.33225 0.00950 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/25/21 1 Month 0.10152 -0.02161 3 Month 0.09641 -0.00978 6 Month 0.10158 -0.00743 12 Month 0.11080 -0.00877 LIBOR 10/26/21 1 Month 0.08700 -0.00075 3 Month 0.13588 0.00138 6 Month 0.17625 -0.00163 12 Month 0.32275 -0.00663 BSBY INDEX...

Ameribor v. Libor v. Sofr v. Bsby

Date Settles Change AMERIBOR 10/22/21 1 Month 0.12313 -0.01728 3 Month 0.10619 -0.01229 6 Month 0.10901 -0.00348 12 Month 0.11957 0.00079 LIBOR 10/25/21 1 Month 0.08775 -0.00013 3 Month 0.13450 0.00962 6 Month 0.17788 0.00588 12 Month 0.32938 0.01250 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/21/21 1 Month 0.14041 0.02592 3 Month 0.11848 0.01605 6 Month 0.11249 0.00998 12 Month 0.11878 0.01004 LIBOR 10/22/21 1 Month 0.08788 -0.00137 3 Month 0.12488 0.00100 6 Month 0.17200 0.00175 12 Month 0.31688 0.02038 BSBY INDEX 10/22/21...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/20/21 1 Month 0.11449 0.02449 3 Month 0.10243 0.01446 6 Month 0.10251 0.00739 12 Month 0.10874 0.00369 LIBOR 10/21/21 1 Month 0.08925 0.00350 3 Month 0.12388 -0.00437 6 Month 0.17025 -0.00025 12 Month 0.29650 -0.00025 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/19/21 1 Month 0.09000 0.00000 3 Month 0.08797 0.00000 6 Month 0.09512 0.00094 12 Month 0.10505 0.00155 LIBOR 10/20/21 1 Month 0.08575 0.00012 3 Month 0.12825 -0.00125 6 Month 0.17050 0.00300 12 Month 0.29675 0.00462 BSBY INDEX 10/20/21...