Sofr v. Libor v. Bsby v. Ameribor

Contract Date Settles Change SOFR RATES 11/4/22 1 Month 3.86813 0.10945 3 Month 4.18313 0.06544 6 Month 4.59371 0.07339 12 Month 4.93954 0.09043 LIBOR 11/4/22 1 Month 3.85814 0.01157 3 Month 4.55029 0.01872 6 Month 5.01129 0.01400 12 Month 5.66643 0.01286 BSBY INDEX...

Sofr v. Libor v. Bsby v. Ameribor

Contract Date Settles Change SOFR RATES 11/3/22 1 Month 3.75868 0 3 Month 4.11769 -0.00687 6 Month 4.52032 -0.00769 12 Month 4.84911 0.02136 LIBOR 11/3/22 1 Month 3.84657 0.01086 3 Month 4.53157 0.02314 6 Month 4.99729 0.02658 12 Month 5.65357 0.11757 BSBY INDEX...

Sofr v. Libor v. Bsby v. Ameribor

Contract Date Settles Change SOFR RATES 11/2/22 1 Month 3.75868 0.07397 3 Month 4.12456 0.04875 6 Month 4.52801 0.04665 12 Month 4.82775 0.06437 LIBOR 11/2/22 1 Month 3.83571 -0.00586 3 Month 4.50843 0.04872 6 Month 4.97071 0.05214 12 Month 5.53600 0.09057 BSBY INDEX...

Sofr v. Libor v. Bsby v. Ameribor

curves.11.1.22 Contract Date Settles Change SOFR RATES 11/1/22 1 Month 3.68471 0.03105 3 Month 4.07581 0.03408 6 Month 4.48136 0.04825 12 Month 4.76338 0.06744 LIBOR 11/1/22 1 Month 3.84157 0.03671 3 Month 4.45971 -0.00058 6 Month 4.91857 0.00271 12 Month 5.44543...

Libor v. Bsby v. Sofr

Contract Date Settles Change LIBOR 10/31/22 1 Month 3.80486 0.03715 3 Month 4.46029 0.02072 6 Month 4.91586 -0.01500 12 Month 5.44829 0.07929 BSBY INDEX 10/31/22 1 Month 3.63363 0.01899 3 Month 4.27973 0.02259 6 Month 4.97130 0.01335 12 Month 5.38744 -0.01238 SOFR...

Libor v. Bsby v. Sofr

Contract Date Settles Change LIBOR 10/28/22 1 Month 3.76771 0.01385 3 Month 4.43957 0.02486 6 Month 4.93086 0.00257 12 Month 5.36900 -0.00343 BSBY INDEX 10/28/22 1 Month 3.61464 0.07217 3 Month 4.25714 -0.01076 6 Month 4.95795 0.02814 12 Month 5.39982 0.00559 SOFR...