Sofr v. Libor v. Bsby v. Ameribor

Date Settles Change SOFR RATES 11/9/22 1 Month 3.87653 0.02844 3 Month 4.19964 0.02478 6 Month 4.57893 0.00196 12 Month 4.89754 -0.02771 LIBOR 11/9/22 1 Month 3.87857 0.01986 3 Month 4.63000 0.03800 6 Month 5.15629 0.02186 12 Month 5.63286 -0.00743 BSBY INDEX 11/9/22...

Sofr v. Libor v. Bsby v Ameribor

Date Settles Change SOFR RATES 11/8/22 1 Month 3.84809 0.01116 3 Month 4.17486 0.022 6 Month 4.57697 0.03276 12 Month 4.92525 0.04381 LIBOR 11/8/22 1 Month 3.85871 0.00357 3 Month 4.59200 0.03471 6 Month 5.13443 0.11157 12 Month 5.64029 0.02819 BSBY INDEX 11/8/22 1...

Sofr v. Libor v. Bsby v. Ameribor

Date Settles Change SOFR RATES 11/7/22 1 Month 3.83693 -0.0312 3 Month 4.15286 -0.03027 6 Month 4.54421 -0.0495 12 Month 4.88144 -0.0581 LIBOR 11/7/22 1 Month 3.85514 -0.00300 3 Month 4.55729 0.00700 6 Month 5.02286 0.01157 12 Month 5.61210 -0.05433 BSBY INDEX 11/7/22...

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...