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Sofr v. Libor v. Bsby

by RJOFIG | May 11, 2023 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 5/11/23 Current
1 Month 5.05901 -0.00944
3 Month 5.08332 -0.03712
6 Month 5.01963 -0.06225
12 Month 4.6386 -0.12064
LIBOR 5/11/23 Settle
1 Month 5.10743 -0.00057
3 Month 5.32071 -0.02172
6 Month 5.34871 -0.04972
12 Month 5.26568 -0.08718
BSBY INDEX 5/11/23 Settle
1 Month 5.09843 -0.00085
3 Month 5.29552 0.00695
6 Month 5.34686 0.01433
12 Month 5.29811 0.03660
curves5.11.23

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