Ameribor v. Libor v. Bsby v. Sofr

by | Jun 22, 2021 | Select STIR Rates | 0 comments

Date Settles
AMERIBOR 6/21/21
1 Month 0.10188
3 Month 0.10578
6 Month 0.10588
12 Month 0.10526
LIBOR 6/22/21
1 Month 0.0908
3 Month 0.1338
6 Month 0.1606
12 Month 0.2456
BSBY INDEX 6/22/21
1 Month 0.07191
3 Month 0.09595
6 Month 0.11672
12 Month 0.17421
SOFR RATES 6/22/21
1 Month 0.05015
3 Month 0.05008
6 Month 0.05242
12 Month 0.06294
curves.6.22.21