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Sofr v. Libor v. Bsby

by RJOFIG | Apr 7, 2023 | Select STIR Rates | 0 comments

  Date   Change
SOFR RATES 4/7/23 Current  
1 Month   4.84047 0.00437
3 Month   4.9245 0.01778
6 Month   4.88391 0.03924
12 Month   4.61113 0.07823
       
LIBOR 4/6/23 Settle  
1 Month   4.90029 0.00000
3 Month   5.19786 0.00000
6 Month   5.23743 0.00000
12 Month   5.12571 0.00000
       
BSBY INDEX 4/7/23 Settle  
1 Month   4.89779 0.01271
3 Month   5.14245 -0.01159
6 Month   5.23866 -0.04348
12 Month   5.20737 -0.07251

curves.4.7.23

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