News
Product notification
Product updates: June 2026
By TraditionData
19 Jun 2026
Market Data
Brent, Gasoil and Naphtha: How market responses to the Iran conflict evolved
By Francesca Marrone
11 Jun 2026
What do swap spreads tell us about market stress?
By Jake Harmon
5 Jun 2026
FX & Money Markets
The varying impact of the Iran war on Asian currencies
By John Crisp
19 May 2026
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AMERIBOR (American Interbank Offered Rate) is a new alternative reference rate (ARR) for the U.S. dollar interbank lending market. As a benchmark it is designed to replace the current reference rate, the London Interbank Offered Rate (LIBOR), which was phased out at the end of 2021.
AMERIBOR has been published by the American Financial Exchange (AFX) since 2015. Unlike SOFR, AMERIBOR is based on unsecured loans and therefore contains a credit component that is more indicative of true funding costs for a wide variety of financial institutions, typically with assets under $250BN.
AFX represents approximately 25% of all U.S. banks (source = AFX) and has traded more than $1 trillion since inception.
Key features of AMERIBOR include;
Insight
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Tradition appointments to the CFTC Global Markets Advisory Committee (GMAC) & associated Subcommittees
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