Ameribor v. Libor v. Bsby v. Sofr

by RJOFIG | Jun 9, 2021 | Select STIR Rates | 0 comments

Contracts	Date	Settles		Change
AMERIBOR	6/8/21
1 Month		0.09072		-0.00324
3 Month		0.09486		-0.00239
6 Month		0.0955		-0.00317
12 Month		0.09558		-0.00356

LIBOR	6/9/21
1 Month		0.0746		-0.0024
3 Month		0.1248		-0.0032
6 Month		0.1569		0.0023
12 Month		0.24075		0

BSBY INDEX	6/9/21
1 Month		0.04927		-0.00115
3 Month		0.08415		-0.0007
6 Month		0.11759		-0.0015
12 Month		0.17007		0.00032

SOFR RATES	6/9/21
1 Month		0.01771		-0.00029
3 Month		0.02679		0.00248
6 Month		0.03083		0.00018
12 Month		0.03703		-0.00146