Ameribor v. Libor v. Bsby v. Sofr

by RJOFIG | Jun 23, 2021 | Select STIR Rates | 0 comments

	Date	Settles		Change
AMERIBOR	6/22/21
1 Month		0.1044		0.00252
3 Month		0.11		0.00422
6 Month		0.11135		0.00547
12 Month		0.11175		0.00649

LIBOR	6/23/21
1 Month		0.0915		0.0007
3 Month		0.1473		0.0135
6 Month		0.1594		-0.0012
12 Month		0.2435		-0.00210

BSBY INDEX	6/23/21
1 Month		0.07455		0.00264
3 Month		0.0989		0.00295
6 Month		0.12303		0.00631
12 Month		0.1791		0.00489

SOFR RATES	6/23/21
1 Month		0.04274		-0.00741
3 Month		0.04087		-0.00921
6 Month		0.04271		-0.00971
12 Month		0.05534		-0.00760