Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 8/8/22 1 Month 2.47503 0.00150 3 Month 2.73586 0.01152 6 Month 3.19091 0.00648 12 Month 3.47892 -0.00820 LIBOR 8/9/22 1 Month 2.38014 -0.00843 3 Month 2.92100 0.00943 6 Month 3.55043 -0.01843 12 Month 3.99086 -0.00385 BSBY INDEX 8/9/22 1...

Ameribor v.Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 8/4/22 1 Month 2.47353 0.00721 3 Month 2.72434 0.04927 6 Month 3.18443 0.11606 12 Month 3.48712 0.18278 LIBOR 8/5/22 1 Month 2.38857 0.01914 3 Month 2.91157 0.04486 6 Month 3.56886 0.14329 12 Month 3.99471 0.13485 BSBY INDEX 8/5/22 1 Month...

Ameribor v. Libor v. Bsby v.Sofr

Date Settles Change AMERIBOR 8/4/22 1 Month 2.46632 -0.00188 3 Month 2.67507 0.00947 6 Month 3.06837 -0.00873 12 Month 3.30434 -0.01774 LIBOR 8/5/22 1 Month 2.36943 -0.00328 3 Month 2.86671 0.00432 6 Month 3.42557 0.03286 12 Month 3.85986 -0.01914 BSBY INDEX 8/5/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 8/3/22 1 Month 2.46820 0.00006 3 Month 2.66560 0.00797 6 Month 3.07710 0.01135 12 Month 3.32208 0.00806 LIBOR 8/4/22 1 Month 2.37271 -0.00358 3 Month 2.86239 0.03010 6 Month 3.39271 0.00371 12 Month 3.87900 0.03586 BSBY INDEX 8/4/22 1...

Date Settles Change AMERIBOR 8/2/22 1 Month 2.46814 0.00291 3 Month 2.65763 0.01744 6 Month 3.06575 0.05207 12 Month 3.31402 0.11284 LIBOR 8/3/22 1 Month 2.37629 0.01900 3 Month 2.83229 0.02529 6 Month 3.38900 0.07557 12 Month 3.84314 0.13543 BSBY INDEX 8/3/22 1 Month...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 8/1/22 1 Month 2.46523 -0.00441 3 Month 2.64019 -0.00051 6 Month 3.01368 -0.00483 12 Month 3.20118 -0.00985 LIBOR 8/2/22 1 Month 2.35729 -0.00957 3 Month 2.80700 0.00486 6 Month 3.31343 -0.06271 12 Month 3.70771 -0.03443 BSBY INDEX 8/2/22...