Ameribor v. Libor v. Bsby v. Sofr

by RJOFIG | Feb 22, 2022 | Select STIR Rates | 0 comments

	Date	Settles	Change
AMERIBOR	2/18/22
1 Month		0.12531	0.00291
3 Month		0.32243	0.01232
6 Month		0.60611	0.00701
12 Month		1.01674	-0.00313

LIBOR	2/22/22
1 Month		0.17590	0.00519
3 Month		0.48790	0.00833
6 Month		0.78140	0.00011
12 Month		1.28857	0.16271

BSBY INDEX	2/22/22
1 Month		0.11000	0.01370
3 Month		0.47000	0.00107
6 Month		0.77000	-0.01390
12 Month		1.22000	-0.01848

SOFR RATES	2/22/22
1 Month		0.17344	0.01714
3 Month		0.36039	0.02011
6 Month		0.63278	0.01446
12 Month		1.03769	0.01764