Ameribor v. Libor v. Bsby v. Sofr

by RJOFIG | Feb 23, 2022 | Select STIR Rates | 0 comments

	Date	Settles	Change
AMERIBOR	2/22/22
1 Month		0.12380	-0.00151
3 Month		0.34430	0.02187
6 Month		0.64670	0.04059
12 Month		1.07348	0.05674

LIBOR	2/23/22
1 Month		0.18690	0.01100
3 Month		0.49760	0.00970
6 Month		0.82630	0.04490
12 Month		1.33686	0.04829

BSBY INDEX	2/23/22
1 Month		0.11000	0.00000
3 Month		0.47000	0.00000
6 Month		0.77000	0.00000
12 Month		1.21000	-0.01000

SOFR RATES	2/23/22
1 Month		0.18716	0.01372
3 Month		0.38442	0.02403
6 Month		0.68024	0.04746
12 Month		1.10178	0.06409