Ameribor v. Libor v. Bsby v. Sofr

by | Jun 1, 2021 | Select STIR Rates

Contracts Date Settles Change AMERIBOR 5/28/21 1 Month 0.1062 -0.00724 3 Month 0.1084 -0.00271 6 Month 0.10679 0.001 12 Month 0.09667 0.00196 LIBOR 6/1/21 1 Month 0.08875 0.00287 3 Month 0.1285 -0.00288 6 Month 0.17488 0.00388 12 Month 0.24688 -0.00125 BSBY INDEX...