Ameribor v. Libor v. Bsby v. Sofr

by RJOFIG | Jul 12, 2022 | Select STIR Rates | 0 comments

	Date	Settles	Change
AMERIBOR	7/11/22
1 Month		1.79673	0.00260
3 Month		2.24133	0.01050
6 Month		2.77815	0.01073
12 Month		3.26319	0.00568

LIBOR	7/12/22		Change
1 Month		1.97140	0.00697
3 Month		2.48300	0.02786
6 Month		3.06440	-0.00603
12 Month		3.68671	-0.03529

BSBY INDEX	7/12/22
1 Month		1.74992	0.03167
3 Month		2.40432	0.01723
6 Month		3.01590	0.02756
12 Month		3.55516	0.04715

SOFR RATES	7/12/22
1 Month		1.88596	0.09729
3 Month		2.27134	0.05989
6 Month		2.73631	0.02164
12 Month		3.08278	-0.05914