Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/29/2020 1-Month 0.09778 3-Month 0.09296 6-Month 0.08506 1-Year   0.07995 ICE-SETTLED LIBOR 09/29/2020 1-Month Libor Set      0.1490           +.24bps 3-Month Libor Set      0.2251           +.47bps 6-Month Libor Set      0.2651           -.42bps...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/28/2020 1-Month 0.10188 3-Month 0.09524 6-Month 0.08716 1-Year   0.08100 ICE-SETTLED LIBOR 09/28/2020 1-Month Libor Set      0.1466           +.05bps 3-Month Libor Set      0.2204           +.25bps 6-Month Libor Set      0.2693           -.20bps...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/24/2020 1-Month 0.10239 3-Month 0.09577 6-Month 0.08767 1-Year   0.08124 ICE-SETTLED LIBOR 09/25/2020 1-Month Libor Set      0.14613           +.00138 3-Month Libor Set      0.21788           -.01537 6-Month Libor Set      0.27125           -.00225...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/23/2020 1-Month 0.09856 3-Month 0.09428 6-Month 0.08700 1-Year   0.08091 ICE-SETTLED LIBOR 09/24/2020 1-Month Libor Set      0.14475           -.00338 3-Month Libor Set      0.23325           +.00825 6-Month Libor Set      0.27350           +.00187...

Ameribor v. Sofr v. Libor

AMERIBOR Settles 09/22/2020 1-Month 0.09447 3-Month 0.09014 6-Month 0.08244 1-Year   0.07613 ICE-SETTLED LIBOR 09/23/2020 1-Month Libor Set      0.14813           -.00300 3-Month Libor Set      0.22500           +.00250 6-Month Libor Set      0.27163           -.00312...

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...