Ameribor v. Libor v. Sofr

AMERIBOR Settles 12/28/2020 1-Month 0.08882 3-Month 0.08072 6-Month 0.07725 1-Year   0.07554 ICE-SETTLED LIBOR 12/29/2020 1-Month Libor Set        0.1468 3-Month Libor Set        0.2539 6-Month Libor Set        0.2571 1-Year Libor Set           0.3413 SOFR Implied...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 12/24/2020 1-Month 0.09178 3-Month 0.08258 6-Month 0.07754 1-Year   0.07496 SOFR Implied Rates 12/28/2020 0745 HRS CST 1-Month 07660 3-Month 0.06803 6-Month 0.06016 1-Year   0.05958...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 12/23/2020 1-Month 0.09324 3-Month 0.08533 6-Month 0.07762 1-Year   0.07265 ICE-SETTLED LIBOR 12/24/2020 1-Month Libor Set      0.14513           -.00287 3-Month Libor Set      0.24013           -.01087 6-Month Libor Set      0.26663           +.00288...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 12/22/2020 1-Month 0.09302 3-Month 0.08537 6-Month 0.07971 1-Year   0.07677 ICE-SETTLED LIBOR 12/23/2020 1-Month Libor Set        0.14800            +.00475 3-Month Libor Set        0.25100            +.01287 6-Month Libor Set        0.26375...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 12/21/2020 1-Month 0.09294 3-Month 0.08545 6-Month 0.07778 1-Year   0.07274 ICE-SETTLED LIBOR 12/22/2020 1-Month Libor Set        0.14325            -.00200 3-Month Libor Set        0.23813            -.00675 6-Month Libor Set        0.26275...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 12/18/2020 1-Month 0.08487 3-Month 0.08082 6-Month 0.07623 1-Year   0.07377 ICE-SETTLED LIBOR 12/21/2020 1-Month Libor Set        0.14525            +.00150 3-Month Libor Set        0.24488            +.00913 6-Month Libor Set        0.26050...