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Libor v. Ameribor v. Sofr

by RJOFIG | Jun 16, 2022 | Select STIR Rates | 0 comments

LIBOR 6/16/22
1 Month 1.59514 1.52343 0.07171
3 Month 2.06343 2.02957 0.03386
6 Month 2.74757 2.74828 -0.00071
12 Month 3.67400 3.61257 0.06143
BSBY INDEX 6/16/22
1 Month 1.32796 1.26015 0.06781
3 Month 1.89090 1.77085 0.12005
6 Month 2.50369 2.32664 0.17705
12 Month 3.36263 3.07458 0.28805
SOFR RATES 6/16/22
1 Month 1.54716 1.49939 0.04777
3 Month 1.93110 1.90488 0.02622
6 Month 2.47741 2.45441 0.02300
12 Month 3.21733 3.13615 0.08118

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