Sofr v. Libor v. Bsby

Date Change SOFR RATES 2/21/23 Current 1 Month 4.6137 0.00369 3 Month 4.8024 0.02044 6 Month 5.04879 0.0336 12 Month 5.22046 0.03104 LIBOR 2/21/23 Settle 1 Month 4.59200 -0.00071 3 Month 4.92214 0.01271 6 Month 5.25743 0.01672 12 Month 5.63943 0.01929 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 2/17/23 Current 1 Month 4.61318 0.00317 3 Month 4.78725 0.00529 6 Month 5.01566 0.00047 12 Month 5.17581 -0.01361 LIBOR 2/17/23 Settle 1 Month 4.59129 -0.00657 3 Month 4.91529 0.01443 6 Month 5.24300 0.06257 12 Month 5.64286 0.06972 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 2/16/23 Current 1 Month 4.61001 0.00301 3 Month 4.78196 0.00695 6 Month 5.01519 -0.00228 12 Month 5.18942 -0.01926 LIBOR 2/16/23 Settle 1 Month 4.59786 -0.00357 3 Month 4.90086 0.02429 6 Month 5.18043 0.00014 12 Month 5.57314 -0.01129 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 2/15/23 Current 1 Month 4.607 0.00925 3 Month 4.77501 0.01692 6 Month 5.01747 0.03136 12 Month 5.20868 0.07606 LIBOR 2/15/23 Settle 1 Month 4.60143 0.01143 3 Month 4.87657 0.00500 6 Month 5.18029 0.02186 12 Month 5.58443 0.08529 BSBY INDEX...

Sofr v. Libor v. bsby

Date Change SOFR RATES 2/14/23 Current 1 Month 4.59775 0.00464 3 Month 4.75809 0.00913 6 Month 4.98611 0.01417 12 Month 5.13262 0.01772 LIBOR 2/14/23 Settle 1 Month 4.59000 0.00214 3 Month 4.87157 0.00800 6 Month 5.15843 0.00643 12 Month 5.49914 -0.00586 BSBY INDEX...