Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 7/12/22 1 Month 1.80106 0.00433 3 Month 2.25110 0.00977 6 Month 2.78852 0.01037 12 Month 3.26869 0.00550 LIBOR 7/13/22 Change 1 Month 1.99910 0.02770 3 Month 2.51200 0.02900 6 Month 3.06100 -0.00340 12 Month 3.73414 0.04743 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 7/11/22 1 Month 1.79673 0.00260 3 Month 2.24133 0.01050 6 Month 2.77815 0.01073 12 Month 3.26319 0.00568 LIBOR 7/12/22 Change 1 Month 1.97140 0.00697 3 Month 2.48300 0.02786 6 Month 3.06440 -0.00603 12 Month 3.68671 -0.03529 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 7/8/22 1 Month 1.79413 0.01082 3 Month 2.23083 0.01980 6 Month 2.76742 0.02594 12 Month 3.25751 0.01343 LIBOR 7/11/22 Change 1 Month 1.96443 0.06472 3 Month 2.45514 0.03214 6 Month 3.07043 0.02200 12 Month 3.72200 0.07714 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 7/7/22 1 Month 1.78331 0.00416 3 Month 2.21103 0.01960 6 Month 2.74148 0.01575 12 Month 3.24408 0.00863 LIBOR 7/8/22 Change 1 Month 1.89971 0.02757 3 Month 2.42300 -0.00457 6 Month 3.04843 -0.00771 12 Month 3.64486 -0.01257 BSBY INDEX...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 7/6/22 1 Month 1.77915 -0.00162 3 Month 2.19143 0.00855 6 Month 2.72573 0.00970 12 Month 3.23545 0.00518 LIBOR 7/7/22 Change 1 Month 1.87214 0.06528 3 Month 2.42757 0.03700 6 Month 3.05614 0.05728 12 Month 3.65743 0.10343 BSBY INDEX 7/7/22...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 7/5/22 1 Month 1.78077 0.01030 3 Month 2.18288 0.01135 6 Month 2.71603 0.01116 12 Month 3.23027 0.00590 LIBOR 7/6/22 Change 1 Month 1.80686 0.01586 3 Month 2.39057 0.04228 6 Month 2.99886 0.03229 12 Month 3.55400 -0.03829 BSBY INDEX 7/6/22...