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Sofr v. Bsby

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

curves.9.11.23
Date Change
Term SOFR 9/11/2023 6:10 Settles
1 Month 5.32833 -0.0011
3 Month 5.40525 -0.00522
6 Month 5.46285 -0.00912
12 Month 5.40359 -0.02033
Term Bsby 9/11/2023 6:10 Settles
1 Month 5.39705 0.01126
3 Month 5.55482 0.00094
6 Month 5.74799 0.00481
12 Month 5.93724 0.01844

 

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