News
Market Data
Gasoil cracks retrace to pre-sanction levels as geopolitics and bearish outlook weigh on markets
By Francesca Marrone
17 Dec 2025
Credit & Fixed Income
Resilient and rising: APAC LCY bond markets remain strong amid USD pivot
By TraditionData
16 Dec 2025
What the last FOMC meeting of the year tells us about Repo signals
By Jake Harmon
Dutch courage or cavalier: pensions take on risk, exit bonds
By Akshay Gupta
9 Dec 2025
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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
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