Ameribor v. Libor v. Sofr

AMERIBOR Settles 11/27/2020 1-Month 0.08627 3-Month 0.07891 6-Month 0.07563 1-Year   0.07400 ICE-SETTLED LIBOR 11/30/2020 1-Month Libor Set        0.15388            -.00137 3-Month Libor Set        0.22763            +.00225 6-Month Libor Set        0.25500...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 10/30/2020 1-Month 0.08632 3-Month 0.08184 6-Month 0.07428 1-Year   0.07025 ICE-SETTLED LIBOR 11/02/2020 1-Month Libor Set      0.14050           +.00025 3-Month Libor Set      0.22013           +.00438 6-Month Libor Set      0.24600           +.00387...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 09/03/2020 1-Month 0.09350 3-Month 0.08708 6-Month 0.07849 1-Year   0.05276  ICE-SETTLED LIBOR 09/04/2020   1-Month Libor Set      0.15425           +.00700 3-Month Libor Set      0.24800           -.00438 6-Month Libor Set      0.29213          ...

Ameribor v. Libor v. Sofr

AMERIBOR Settles 08/03/2020 1-Month 0.10933 3-Month 0.08690 6-Month 0.07162 1-Year   0.05794 ICE-SETTLED LIBOR 08/04/2020 1-Month Libor Set      0.14925           -.00755 3-Month Libor Set      0.24850           -.00050 6-Month Libor Set      0.30550           +.00200...

SOFR + Libor Settles 06/26/2020

SOFR 1-Month 0.08028 3-Month 0.07698 6-Month 0.06862 1-Year   0.04844 ICE-SETTLED LIBOR 06/26/2020 1-Month Libor Set    0.17825           -.00538            (99.82175) 3-Month Libor Set    0.30788           +.00188           (99.69212) 6-Month Libor Set   ...

SOFR + Libor Settles 06/05/2020

SOFR 1-Month 0.07555 3-Month 0.07850 6-Month 0.07812 1-Year   0.07218 ICE-SETTLED LIBOR 06/05/2020 1-Month Libor Set    0.18013                       +.00488           (99.81987) 3-Month Libor Set    0.31288                       -.00475            (99.68712) 6-Month...