Ameribor v. Libor v. Bsby v. Sofr

by RJOFIG | Feb 25, 2022 | Select STIR Rates | 0 comments

	Date	Settles	Change
AMERIBOR	2/24/22
1 Month		0.14102	0.00443
3 Month		0.33607	-0.00995
6 Month		0.61843	-0.03786
12 Month		1.04019	-0.05736

LIBOR	2/25/22
1 Month		0.23060	0.02200
3 Month		0.52300	0.01510
6 Month		0.82870	0.02430
12 Month		1.33071	0.04442

BSBY INDEX	2/25/22
1 Month		0.13000	0.01000
3 Month		0.49000	0.01000
6 Month		0.78000	0.00000
12 Month		1.22000	0.01000

SOFR RATES	2/25/22
1 Month		0.18649	0.01359
3 Month		0.36664	0.02934
6 Month		0.63274	0.01799
12 Month		1.03899	0.02297