Ameribor v. Libor v. Bsby v. Sofr

Date Settles AMERIBOR 6/21/21 1 Month 0.10188 3 Month 0.10578 6 Month 0.10588 12 Month 0.10526 LIBOR 6/22/21 1 Month 0.0908 3 Month 0.1338 6 Month 0.1606 12 Month 0.2456 BSBY INDEX 6/22/21 1 Month 0.07191 3 Month 0.09595 6 Month 0.11672 12 Month 0.17421 SOFR RATES...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 6/17/21 1 Month 0.15121 0.05581 3 Month 0.13606 0.03082 6 Month 0.13225 0.02872 12 Month 0.13207 0.02924 LIBOR 6/18/21 1 Month 0.091 -0.00238 3 Month 0.13488 0.0004 6 Month 0.15625 -0.00238 12 Month 0.24013 -0.00500 BSBY INDEX 6/18/21 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 6/16/21 1 Month 0.0954 0.0009 3 Month 0.10524 0.00716 6 Month 0.10353 0.00408 12 Month 0.10283 0.00276 LIBOR 6/17/21 1 Month 0.09338 0.01088 3 Month 0.1345 0.0100 6 Month 0.15863 0.00675 12 Month 0.24513 0.01063 BSBY INDEX 6/17/21 1 Month...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 6/15/21 1 Month 0.0945 0.00198 3 Month 0.09808 0.00045 6 Month 0.09945 0.00005 12 Month 0.10007 0.00003 LIBOR 6/16/21 1 Month 0.0825 0.00075 3 Month 0.1245 -0.0003 6 Month 0.15188 -0.00075 12 Month 0.2345 0.00125 BSBY INDEX 6/16/21 1 Month...

Ameribor v. Libor v. Bsby v. Sofr

Contracts Date Settles Change AMERIBOR 6/14/21 1 Month 0.09252 0.0018 3 Month 0.09763 0.00362 6 Month 0.0994 0.00493 12 Month 0.10004 0.00623 LIBOR 6/15/21 1 Month 0.08175 0.00712 3 Month 0.12475 0.0068 6 Month 0.15263 0.00225 12 Month 0.23325 -0.00425 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Contracts Date Settles Change AMERIBOR 6/11/21 1 Month 0.09072 0 3 Month 0.09401 0.00037 6 Month 0.09447 0.00012 12 Month 0.09381 -0.00066 LIBOR 6/14/21 1 Month 0.07463 0.00173 3 Month 0.118 -0.0009 6 Month 0.15038 -0.00212 12 Month 0.2375 -0.00188 BSBY INDEX 6/14/21...