Ameribor v. Libor v. Sofr

AMERIBOR Settles 3/5/2021 1-Month 0.09194 3-Month 0.09237 6-Month 0.09058 1-Year   0.08784 ICE-SETTLED LIBOR 3/8/2021 1-Month Libor Set      0.1060           +.27bp 3-Month Libor Set      0.1825           -.29bp 6-Month Libor Set      0.1963           +.04bp 1-Year...

Ameribor v. Libor v. Sofr

1-Month 0.08622 3-Month 0.08832 6-Month 0.08929 1-Year   0.08792 ICE-SETTLED LIBOR 3/5/2021 1-Month Libor Set      0.10325           -.00025 3-Month Libor Set      0.18538           +.00988 6-Month Libor Set      0.19588           -.00737 1-Year Libor Set        ...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 3/3/2021 1-Month 0.08374 3-Month 0.08576 6-Month 0.08831 1-Year   0.08941 ICE-SETTLED LIBOR 3/4/2021 1-Month Libor Set      0.10350           +.00050 3-Month Libor Set      0.17550           -.01825 6-Month Libor Set      0.20325           -.00775...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 3/2/2021 1-Month 0.08344 3-Month 0.08794 6-Month 0.09044 1-Year   0.09127 ICE-SETTLED LIBOR 3/3/2021 1-Month Libor Set      0.10300           -.00538 3-Month Libor Set      0.19375           +.01037 6-Month Libor Set      0.21100           +.00425...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 3/1/2021 1-Month 0.08504 3-Month 0.08757 6-Month 0.09403 1-Year   0.09152 ICE-SETTLED LIBOR 3/2/2021 1-Month Libor Set      0.10838           -.00087 3-Month Libor Set      0.18338           -.00087 6-Month Libor Set      0.20675           +.00625...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 2/26/2021 1-Month 0.08388 3-Month 0.08633 6-Month 0.08944 1-Year   0.09075 ICE-SETTLED LIBOR 3/1/2021 1-Month Libor Set      0.10925           -.00925 3-Month Libor Set      0.18425           -.00413 6-Month Libor Set      0.20050           -.00250...