Ameribor v. Sofr v. Libor

AMERIBOR Settles 09/21/2020 1-Month 0.09494 3-Month 0.09042 6-Month 0.08334 1-Year   0.07728 ICE-SETTLED LIBOR 09/22/2020 1-Month Libor Set      0.15113           -.00075 3-Month Libor Set      0.22250           -.00075 6-Month Libor Set      0.27475           +.00187...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/20/2020 1-Month 0.09540 3-Month 0.09125 6-Month 0.08398 1-Year   0.07760 ICE-SETTLED LIBOR 09/21/2020 1-Month Libor Set      0.1519           -.0039 3-Month Libor Set      0.22330          -.0021 6-Month Libor Set      0.2729           -.0024 SOFR...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/17/2020 1-Month 0.09629 3-Month 0.09192 6-Month 0.08288 1-Year   0.07524 ICE-SETTLED LIBOR 09/18/2020 1-Month Libor Set      0.15575           -.00055 3-Month Libor Set      0.22538           -.00200 6-Month Libor Set      0.27525           -.00038...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/16/2020 1-Month 0.09521 3-Month 0.09071 6-Month 0.08262 1-Year   0.07620 ICE-SETTLED LIBOR 09/17/2020 1-Month Libor Set      0.15625           +.00625 3-Month Libor Set      0.22738           -.00587 6-Month Libor Set      0.27563           +.00525...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/15/2020 1-Month 0.09558 3-Month 0.09022 6-Month 0.08199 1-Year   0.07480  ICE-SETTLED LIBOR 09/16/2020 1-Month Libor Set      0.15000           -.00050 3-Month Libor Set      0.23325           -.01288 6-Month Libor Set      0.27038          ...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/14/2020 1-Month 0.09716 3-Month 0.09218 6-Month 0.08278 1-Year   0.07446 ICE-SETTLED LIBOR 09/15/2020 1-Month Libor Set      0.15050           -.00163 3-Month Libor Set      0.24613           +.00888 6-Month Libor Set      0.27325           -.00125...