Libor v. Bsby v. Sofr

Contract Date Settles Change LIBOR 10/31/22 1 Month 3.80486 0.03715 3 Month 4.46029 0.02072 6 Month 4.91586 -0.01500 12 Month 5.44829 0.07929 BSBY INDEX 10/31/22 1 Month 3.63363 0.01899 3 Month 4.27973 0.02259 6 Month 4.97130 0.01335 12 Month 5.38744 -0.01238 SOFR...

Libor v. Bsby v. Sofr

Contract Date Settles Change LIBOR 10/28/22 1 Month 3.76771 0.01385 3 Month 4.43957 0.02486 6 Month 4.93086 0.00257 12 Month 5.36900 -0.00343 BSBY INDEX 10/28/22 1 Month 3.61464 0.07217 3 Month 4.25714 -0.01076 6 Month 4.95795 0.02814 12 Month 5.39982 0.00559 SOFR...

Libor v. Bsby v. Sofr

Contract Date Settles Change LIBOR 10/26/22 1 Month 3.63229 0.03586 3 Month 4.37386 0.01586 6 Month 4.93186 0.01629 12 Month 5.39343 -0.00628 BSBY INDEX 10/26/22 1 Month 3.46022 0.00000 3 Month 4.27034 -0.00348 6 Month 4.92842 0.00583 12 Month 5.40907 -0.00478 SOFR...

Libor v. Bsby v. Sofr

Contract Date Settles Change LIBOR 10/25/22 1 Month 3.59643 0.02000 3 Month 4.35800 0.03114 6 Month 4.91557 0.03857 12 Month 5.39971 0.03371 BSBY INDEX 10/25/22 1 Month 3.46022 0.00071 3 Month 4.27382 0.06009 6 Month 4.92259 0.02588 12 Month 5.41385 -0.00494 SOFR...

Libor v. Bsby v. Sofr

Contract Date Settles Change LIBOR 10/24/22 1 Month 3.57643 -0.00914 3 Month 4.32686 -0.03157 6 Month 4.87700 0.00200 12 Month 5.36600 -0.10957 BSBY INDEX 10/24/22 1 Month 3.45951 0.02251 3 Month 4.21373 0.02496 6 Month 4.89671 0.05289 12 Month 5.41879 0.03606 SOFR...