Ameribor v. Libor v. Bsby v. Sofr

by | Jun 17, 2021 | Select STIR Rates | 0 comments

Date Settles Change
AMERIBOR 6/16/21
1 Month 0.0954 0.0009
3 Month 0.10524 0.00716
6 Month 0.10353 0.00408
12 Month 0.10283 0.00276
LIBOR 6/17/21
1 Month 0.09338 0.01088
3 Month 0.1345 0.0100
6 Month 0.15863 0.00675
12 Month 0.24513 0.01063
BSBY INDEX 6/17/21
1 Month 0.04194 0.00163
3 Month 0.08113 0.00455
6 Month 0.1056 0.00087
12 Month 0.16562 0.00136
SOFR RATES 6/17/21
1 Month 0.045 0.01764
3 Month 0.0484 0.01594
6 Month 0.04816 0.01303
12 Month 0.0523 0.01050
curves.6.17.21