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Sofr v. Libor v. Bsby

by RJOFIG | Dec 8, 2022 | Select STIR Rates | 0 comments

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 12/7/22 Settles
1 Month 4.06409 0.00457
3 Month 4.58672 -0.00110
6 Month 5.09198 0.01167
12 Month 5.52898 0.03380
curves.12.8.22

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