Libor v. Bsby v. Sofr

Contract Date Settles Change LIBOR 10/26/22 1 Month 3.63229 0.03586 3 Month 4.37386 0.01586 6 Month 4.93186 0.01629 12 Month 5.39343 -0.00628 BSBY INDEX 10/26/22 1 Month 3.46022 0.00000 3 Month 4.27034 -0.00348 6 Month 4.92842 0.00583 12 Month 5.40907 -0.00478 SOFR...

Libor v. Bsby v. Sofr

Contract Date Settles Change LIBOR 10/25/22 1 Month 3.59643 0.02000 3 Month 4.35800 0.03114 6 Month 4.91557 0.03857 12 Month 5.39971 0.03371 BSBY INDEX 10/25/22 1 Month 3.46022 0.00071 3 Month 4.27382 0.06009 6 Month 4.92259 0.02588 12 Month 5.41385 -0.00494 SOFR...

Libor v. Bsby v. Sofr

Contract Date Settles Change LIBOR 10/24/22 1 Month 3.57643 -0.00914 3 Month 4.32686 -0.03157 6 Month 4.87700 0.00200 12 Month 5.36600 -0.10957 BSBY INDEX 10/24/22 1 Month 3.45951 0.02251 3 Month 4.21373 0.02496 6 Month 4.89671 0.05289 12 Month 5.41879 0.03606 SOFR...

Libor v. Bsby v. Sofr

Contract Date Settles Change LIBOR 10/21/22 1 Month 3.58557 0.01314 3 Month 4.35843 0.03386 6 Month 4.87500 0.04314 12 Month 5.47557 0.05443 BSBY INDEX 10/21/22 1 Month 3.43700 0.06022 3 Month 4.18877 0.02161 6 Month 4.84382 0.04911 12 Month 5.38273 0.03735 SOFR RATES...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/19/22 1 Month 3.31732 -0.01887 3 Month 3.90369 0.00814 6 Month 4.43721 0.02961 12 Month 4.81999 0.06161 LIBOR 10/20/22 1 Month 3.57243 0.07172 3 Month 4.32457 0.04700 6 Month 4.83186 0.09443 12 Month 5.42114 0.08171 BSBY INDEX 10/20/22...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 10/18/22 1 Month 3.33619 0.04022 3 Month 3.89555 -0.00406 6 Month 4.40760 -0.01231 12 Month 4.75838 -0.03204 LIBOR 10/19/22 1 Month 3.50071 0.01157 3 Month 4.27757 0.03500 6 Month 4.73743 0.02243 12 Month 5.33943 0.00057 BSBY INDEX...