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Architecture

AMERIBOR

A reflection of overnight credit-sensitive borrowing costs.

Derived from the transactions on the AFX Marketplace, AMERIBOR is a rate that empowers banks and financial institutions.

American Financial Exchange

Inside AMERIBOR


Based entirely on actual unsecured lending transactions on the AFX Marketplace, AMERIBOR offers a transparent, credit-sensitive rate reflective of current market conditions. AMERIBOR’s basis in unsecured lending and borrowing helps enable optimal loan origination, asset-liability management and more.

View the methodology

HISTORICAL AMERIBOR® RATES

Moving the market forward


The US capital markets are home to numerous banks and financial institutions, many of which are natural candidates to benefit from AMERIBOR’s observability and credit-sensitivity.

Loan originators

Understand the latest, most relevant dynamics in the overnight unsecured lending market.

Capital markets groups

Use AMERIBOR as the index for issuing and buying debt to ensure returns are tied to a credit-sensitive rate during times of market stress.

Banks, credit unions and swap dealers

Manage exposure and optimize balance sheets in the interest rate swaps market.