Sofr v. Libor v. Bsby

Date Change SOFR RATES 12/12/22 1 Month 4.23086 0.01955 3 Month 4.47311 0.01751 6 Month 4.72001 0.01565 12 Month 4.87841 0.01491 LIBOR 12/12/22 Settles 1 Month 4.29124 0.02095 3 Month 4.75271 0.01957 6 Month 5.16100 0.02129 12 Month 5.52557 0.02614 BSBY INDEX 12/11/22...

Date Change SOFR RATES 12/9/22 1 Month 4.21131 0.0111 3 Month 4.4556 0.00592 6 Month 4.70436 0.01155 12 Month 4.8635 0.03163 LIBOR 12/9/22 Settles 1 Month 4.27029 -0.00400 3 Month 4.73314 -0.00200 6 Month 5.13971 -0.01900 12 Month 5.49943 -0.00100 BSBY INDEX 12/8/22...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 12/8/22 1 Month 4.20021 -0.00233 3 Month 4.44968 -0.00724 6 Month 4.69281 -0.02429 12 Month 4.83187 -0.05157 LIBOR 12/8/22 Settles 1 Month 4.27249 0.03635 3 Month 4.73514 0.01171 6 Month 5.15871 -0.01372 12 Month 5.50043 -0.02414 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 12/7/22 1 Month 4.20254 0.06256 3 Month 4.45692 0.03584 6 Month 4.7171 -0.0131 12 Month 4.88344 -0.01859 LIBOR 12/7/22 1 Month 4.23614 0.01471 3 Month 4.72343 -0.01114 6 Month 5.17243 -0.02957 12 Month 5.52457 -0.03957 BSBY INDEX 12/7/22...

Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 12/6/22 1 Month 4.13998 0.01555 3 Month 4.42108 0.01689 6 Month 4.7302 0.05971 12 Month 4.90203 0.04976 LIBOR 12/6/22 1 Month 4.22143 0.00414 3 Month 4.73457 0.01114 6 Month 5.20200 0.01514 12 Month 5.56414 0.05171 BSBY INDEX 12/6/22 1...