Ameribor v. Libor v. Sofr

AMERIBOR Settles 07/28/2020 1-Month 0.17167 3-Month 0.10300 6-Month 0.07712 1-Year   0.05911 ICE-SETTLED LIBOR 07/29/2020 1-Month Libor Set            0.16113                 -.00575 3-Month Libor Set            0.26063                 -.00762 6-Month Libor...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 07/27/2020 1-Month 0.16523 3-Month 0.10104 6-Month 0.07621 1-Year   0.05878 ICE-SETTLED LIBOR 07/28/2020 1-Month Libor Set            0.16688                 +.00063 3-Month Libor Set            0.26825                 -.00138 6-Month Libor...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 07/24/2020 1-Month 0.16161 3-Month 0.09998 6-Month 0.07575 1-Year   0.05867 ICE-SETTLED LIBOR 07/27/2020 1-Month Libor Set            0.16625                 -.00648 3-Month Libor Set            0.26963                 +.02288 6-Month Libor...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 07/23/2020 1-Month 0.15522 3-Month 0.09975 6-Month 0.07565 1-Year 0.05902 ICE-SETTLED LIBOR 07/24/2020 1-Month Libor Set 0.17263 +.00100 3-Month Libor Set 0.24675 +.00225 6-Month Libor Set 0.31850 -.00663 1-Year Libor Set 0.45950 -.00263 SOFR Implied...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 07/22/2020 1-Month 0.15371 3-Month 0.10244 6-Month 0.07757 1-Year   0.06015 ICE-SETTLED LIBOR 07/23/2020 1-Month Libor Set            0.17163                 -.00737 3-Month Libor Set            0.24450                 -.01900 6-Month Libor...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 07/20/2020 1-Month 0.14493 3-Month 0.09647 6-Month 0.07388 1-Year   0.05796 ICE-SETTLED LIBOR 07/21/2020 1-Month Libor Set            0.17575                 +.00012 3-Month Libor Set            0.25550                 -.00225 6-Month Libor...