Ameribor v. Libor v. Bsby v. Sofr

by RJOFIG | Jul 13, 2022 | Select STIR Rates | 0 comments

	Date	Settles	Change
AMERIBOR	7/12/22
1 Month		1.80106	0.00433
3 Month		2.25110	0.00977
6 Month		2.78852	0.01037
12 Month		3.26869	0.00550

LIBOR	7/13/22		Change
1 Month		1.99910	0.02770
3 Month		2.51200	0.02900
6 Month		3.06100	-0.00340
12 Month		3.73414	0.04743

BSBY INDEX	7/13/22
1 Month		1.76731	0.01739
3 Month		2.43199	0.02767
6 Month		3.03605	0.02015
12 Month		3.60980	0.05464

SOFR RATES	7/13/22
1 Month		1.95569	0.06973
3 Month		2.37781	0.10647
6 Month		2.88293	0.14662
12 Month		3.20509	0.12231