Date Change
SOFR RATES 5/8/23 Current
1 Month 5.05335 0.00452
3 Month 5.08998 0.01206
6 Month 5.0394 0.04597
12 Month 4.69875 0.1005
LIBOR 5/5/23 Settle
1 Month 5.10443 0.00000
3 Month 5.33686 0.00000
6 Month 5.35286 0.00000
12 Month 5.19971 0.00000
BSBY INDEX 5/8/23 Settle
1 Month 5.09424 0.00976
3 Month 5.27289 0.00089
6 Month 5.31646 -0.02866
12 Month 5.23566 -0.07203

[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2023/05/curves5.08.23.pdf”]