Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 11/30/22 1 Month 4.08878 0.02386 3 Month 4.39404 0.01653 6 Month 4.68087 0.00458 12 Month 4.90254 0.004 LIBOR 11/30/22 1 Month 4.14200 0.02190 3 Month 4.77857 0.01797 6 Month 5.20343 -0.00547 12 Month 5.57160 0.01820 BSBY INDEX 11/30/22...

Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 11/29/22 1 Month 4.06492 0.01639 3 Month 4.37751 0.02347 6 Month 4.67629 0.01857 12 Month 4.89854 0.00409 LIBOR 11/29/22 1 Month 4.12010 0.04867 3 Month 4.76060 0.02574 6 Month 5.20890 -0.00153 12 Month 5.55340 -0.01870 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 11/28/22 1 Month 4.04853 0.00328 3 Month 4.35404 0.0011 6 Month 4.65772 -0.00371 12 Month 4.89445 -0.00871 LIBOR 11/28/22 1 Month 4.07143 0.01672 3 Month 4.73486 0.00100 6 Month 5.21043 -0.00828 12 Month 5.57210 -0.02590 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 11/25/22 1 Month 4.04525 0 3 Month 4.35294 -0.00122 6 Month 4.66143 -0.01796 12 Month 4.90316 -0.03316 LIBOR 11/25/22 1 Month 4.05471 0.01111 3 Month 4.73386 -0.02344 6 Month 5.21871 -0.00659 12 Month 5.59800 -0.04090 BSBY INDEX 11/25/22...

Sofr v. Libor v. Bsby

Date Settles SOFR RATES 11/23/22 1 Month 4.04525 3 Month 4.35416 6 Month 4.67939 12 Month 4.93632 LIBOR 11/23/22 1 Month 4.04360 3 Month 4.75730 6 Month 5.22530 12 Month 5.63890 BSBY INDEX 11/23/22 1 Month 3.88240 3 Month 4.53343 6 Month 5.09638 12 Month...