Ameribor v. Libor v. Sofr

AMERIBOR Settles 4/1/2021 1-Month 0.08748 3-Month 0.08663 6-Month 0.08587 1-Year   0.07755 ICE-SETTLED LIBOR 4/1/2021 (No Libor Settles for today 4/2/21) 1-Month Libor Set      0.11038           -.00000 3-Month Libor Set      0.19975           -.00000 6-Month Libor...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 3/31/2021 1-Month 0.07992 3-Month 0.08159 6-Month 0.08191 1-Year   0.07452 ICE-SETTLED LIBOR 4/1/2021 1-Month Libor Set      0.11038           -.00075 3-Month Libor Set      0.19975           -.00738 6-Month Libor Set      0.20125           -.00400...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 3/30/2021 1-Month 0.08711 3-Month 0.08440 6-Month 0.08534 1-Year   0.07900 ICE-SETTLED LIBOR 3/31/2021 1-Month Libor Set      0.11113           -.00400 3-Month Libor Set      0.19425           -.00738 6-Month Libor Set      0.20525           -.00150...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 3/29/2021 1-Month 0.08092 3-Month 0.08149 6-Month 0.08435 1-Year   0.07933 ICE-SETTLED LIBOR 3/30/2021 1-Month Libor Set      0.11513           +.00663 3-Month Libor Set      0.20163           -.00087 6-Month Libor Set      0.20675           +.00387...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 3/25/2021 1-Month 0.08576 3-Month 0.08433 6-Month 0.08434 1-Year   0.07815 ICE-SETTLED LIBOR 3/26/2021 1-Month Libor Set      0.10725           -.00188 3-Month Libor Set      0.19900           +.00600 6-Month Libor Set      0.20325           -.00063...

AMERIBOR Settles 3/24/2021 1-Month 0.08592 3-Month 0.08560 6-Month 0.08695 1-Year   0.08186 ICE-SETTLED LIBOR 3/25/2021 1-Month Libor Set      0.10913           -.00122 3-Month Libor Set      0.19300           -.00213 6-Month Libor Set      0.20388           -.00562...