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Sofr v. Libor v. Bsby

by RJOFIG | Jan 19, 2023 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 1/19/23 Current
1 Month 4.4664 0.02502
3 Month 4.63237 0.01721
6 Month 4.7946 0.00959
12 Month 4.82362 -0.0087
LIBOR 1/19/23 Settle
1 Month 4.50843 0.02272
3 Month 4.81529 0.00758
6 Month 5.08086 -0.02714
12 Month 5.30470 -0.05944
BSBY INDEX 1/19/23 Settle
1 Month 4.41207 0.02148
3 Month 4.70032 -0.00048
6 Month 5.01800 -0.00953
12 Month 5.25389 -0.01476

 

curves.1.19.23

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