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Sofr v. Libor v. Bsby

by RJOFIG | Apr 20, 2023 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 4/20/23 Current
1 Month 4.94881 0.00404
3 Month 5.0678 0.00257
6 Month 5.11083 0.00242
12 Month 4.92382 -0.01064
LIBOR 4/20/23 Settle
1 Month 5.01000 0.02771
3 Month 5.27271 0.01128
6 Month 5.47329 0.02272
12 Month 5.46057 -0.02114
BSBY INDEX 4/20/23 Settle
1 Month 4.94231 0.00322
3 Month 5.20253 0.00892
6 Month 5.37361 0.03466
12 Month 5.44432 0.06825
curves.4.20.23

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