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By TraditionData
4 Sep 2026
Meet the team at ACT Middle East Treasury Summit 2026
3 Sep 2026
Credit & Fixed Income
Tradition continues dominance of market share in DV01 USD trades
26 Aug 2026
Market Data
USD/JPY volatilities return to pre-intervention levels, mostly…
By John Crisp
25 Aug 2026
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
The importance of high-quality OTC data in navigating inflationary uncertainty
By Ian Sams
9 Oct 2023
Tradition appointments to the CFTC Global Markets Advisory Committee (GMAC) & associated Subcommittees
27 Jul 2023
Data insights key for financial players to capitalise on SORA
27 Jun 2023
Rates market turmoil boosts demand for modelled LIBOR alternatives
17 May 2023