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Sofr v. Libor v. Bsby

by RJOFIG | Jan 18, 2023 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 1/18/23 Current
1 Month 4.44138 0.00935
3 Month 4.61516 0.00477
6 Month 4.78501 -0.00396
12 Month 4.83232 -0.02979
LIBOR 1/18/23 Settle
1 Month 4.48571 0.01571
3 Month 4.80771 0.01014
6 Month 5.10800 -0.01271
12 Month 5.36414 -0.03086
BSBY INDEX 1/18/23 Settle
1 Month 4.39059 0.00044
3 Month 4.70080 -0.00476
6 Month 5.02753 -0.00890
12 Month 5.26865 -0.01016
curves.1.18.23

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