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...

Ameribor v. Libor v. Bsby v. Sofr

Contracts Date Settles Change AMERIBOR 6/10/21 1 Month 0.09072 0 3 Month 0.09364 0.00133 6 Month 0.09435 0.00199 12 Month 0.09447 0.00297 LIBOR 6/11/21 1 Month 0.0729 0.0003 3 Month 0.1189 -0.0001 6 Month 0.1525 0.0042 12 Month 0.23938 0.00008 BSBY INDEX 6/11/21 1...

Ameribor v. Libor v. Bsby v. Sofr

Contracts Date Settles Change AMERIBOR 6/9/21 1 Month 0.09072 0 3 Month 0.09231 -0.00255 6 Month 0.09236 -0.00314 12 Month 0.0915 -0.00408 LIBOR 6/10/21 1 Month 0.0726 -0.002 3 Month 0.119 -0.0058 6 Month 0.1483 -0.0086 12 Month 0.2393 -0.00145 BSBY INDEX 6/10/21 1...