Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/20/22 1 Month 2.74733 0.00024 3 Month 3.35557 -0.00516 6 Month 3.88890 -0.01445 12 Month 4.29408 0.00957 LIBOR 9/21/22 1 Month 3.05900 0.00714 3 Month 3.60386 0.00215 6 Month 4.12400 -0.05114 12 Month 4.68240 -0.01703 BSBY INDEX 9/21/22...

AMeribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/16/22 1 Month 2.74675 0.03652 3 Month 3.35499 0.02364 6 Month 3.88329 0.00014 12 Month 4.23170 -0.03331 LIBOR 9/16/22 1 Month 3.01386 0.00000 3 Month 3.56529 0.00000 6 Month 4.12329 0.00000 12 Month 4.67214 0.00000 BSBY INDEX 9/19/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/15/22 1 Month 2.71023 0.00619 3 Month 3.33135 0.01603 6 Month 3.88315 0.02840 12 Month 4.26501 0.05142 LIBOR 9/16/22 1 Month 3.01386 0.02043 3 Month 3.56529 0.03815 6 Month 4.12329 0.06029 12 Month 4.67214 0.05071 BSBY INDEX 9/16/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/14/22 1 Month 2.70404 0.00371 3 Month 3.31532 0.00462 6 Month 3.85475 0.01873 12 Month 4.21359 0.04656 LIBOR 9/15/22 1 Month 2.99343 0.05429 3 Month 3.52714 0.04371 6 Month 4.06300 0.05286 12 Month 4.62143 0.08929 BSBY INDEX 9/15/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/9/22 1 Month 2.70033 0.03388 3 Month 3.31070 0.11887 6 Month 3.83602 0.20018 12 Month 4.16703 0.25021 LIBOR 9/14/22 1 Month 2.93914 0.12143 3 Month 3.48343 0.19086 6 Month 4.01014 0.17378 12 Month 4.53214 0.29314 BSBY INDEX 9/14/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 9/9/22 1 Month 2.66645 0.01033 3 Month 3.19183 0.02175 6 Month 3.63584 0.01626 12 Month 3.91682 0.01039 LIBOR 9/13/22 1 Month 2.81771 0.03431 3 Month 3.29257 0.02247 6 Month 3.83636 0.02992 12 Month 4.23900 -0.00660 BSBY INDEX 9/13/22 1...