Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/20/21 1 Month 0.08928 0.00252 3 Month 0.09349 0.00034 6 Month 0.05834 -0.03620 12 Month 0.09542 0.00059 LIBOR 9/21/21 1 Month 0.08175 -0.00175 3 Month 0.12838 0.00300 6 Month 0.15338 0.00088 12 Month 0.22413 -0.00200 BSBY INDEX 9/21/21 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/17/21 1 Month 0.08676 -0.00252 3 Month 0.09315 -0.00083 6 Month 0.09454 -0.00042 12 Month 0.09483 -0.00020 LIBOR 9/20/21 1 Month 0.08350 0.00000 3 Month 0.12538 0.00150 6 Month 0.15250 0.00025 12 Month 0.22613 0.00175 BSBY INDEX 9/20/21...

Date Settles Change AMERIBOR 9/16/21 1 Month 0.08928 -0.00720 3 Month 0.09398 -0.00189 6 Month 0.09496 -0.00111 12 Month 0.09503 -0.00110 LIBOR 9/17/21 1 Month 0.08738 0.00325 3 Month 0.12200 0.00200 6 Month 0.14950 0.00112 12 Month 0.22425 0.00262 BSBY INDEX 9/17/21...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/15/21 1 Month 0.09648 0.00072 3 Month 0.09587 0.00144 6 Month 0.09607 -0.00008 12 Month 0.09613 -0.00204 LIBOR 9/16/21 1 Month 0.08740 0.00327 3 Month 0.12200 0.00200 6 Month 0.14950 0.00112 12 Month 0.22425 0.00262 BSBY INDEX 9/16/21 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/14/21 1 Month 0.09576 0.00000 3 Month 0.09443 0.00097 6 Month 0.09615 0.00172 12 Month 0.09817 0.00285 LIBOR 9/15/21 1 Month 0.08413 -0.00050 3 Month 0.12000 0.00200 6 Month 0.14838 0.00050 12 Month 0.22163 -0.00087 BSBY INDEX 9/15/21 1...

Ameribor V. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/13/21 1 Month 0.09576 -0.00612 3 Month 0.09346 -0.00216 6 Month 0.09443 -0.00088 12 Month 0.09532 -0.00116 LIBOR 9/14/21 1 Month 0.08463 0.00088 3 Month 0.11800 0.00200 6 Month 0.14788 -0.00075 12 Month 0.22250 -0.00063 BSBY INDEX...