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...

Ameribor v. Libor v. SOFR

AMERIBOR Settles 07/17/2020 1-Month 0.13848 3-Month 0.09422 6-Month 0.07210 1-Year   0.05718 ICE-SETTLED LIBOR 07/20/2020 1-Month Libor Set            0.17563                 -.00425 3-Month Libor Set            0.25775                 -.01363 6-Month Libor...

Ameribor v. Libor v. SOFR

AMERIBOR Settles 07/16/2020 1-Month 0.13204 3-Month 0.09084 6-Month 0.07031 1-Year 0.05664 ICE-SETTLED LIBOR 07/17/2020 1-Month Libor Set 0.17988 -.00687 3-Month Libor Set 0.27138 -.00037 6-Month Libor Set 0.33363 -.00875 1-Year Libor Set 0.47000 -.00550 SOFR Implied...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 07/15/2020 1-Month 0.12818 3-Month 0.09106 6-Month 0.07093 1-Year   0.05709 ICE-SETTLED LIBOR 07/16/2020 1-Month Libor Set            0.18675                 +.00587 3-Month Libor Set            0.27175                 -.00133 6-Month Libor...

SOFR + Libor Settles 07/09/2020

SOFR 1-Month 0.08740 3-Month 0.07908 6-Month 0.06517 1-Year   0.03974 ICE-SETTLED LIBOR 07/09/2020 1-Month Libor Set    0.17825           -.01000            (99.82175) 3-Month Libor Set    0.26625           -.00663            (99.73375) 6-Month Libor Set   ...