Ameribor v. Libor v. Bsby v. Sofr

by RJOFIG | Jul 14, 2022 | Select STIR Rates | 0 comments

	Date	Settles	Change
AMERIBOR	7/13/22
1 Month		1.80360	0.00687
3 Month		2.26089	0.01956
6 Month		2.80807	0.02992
12 Month		3.27419	0.01100

LIBOR	7/14/22		Change
1 Month		2.15600	0.18460
3 Month		2.74030	0.25730
6 Month		3.38130	0.31690
12 Month		3.97829	0.29158

BSBY INDEX	7/14/22
1 Month		1.81682	0.06690
3 Month		2.46782	0.06350
6 Month		3.06313	0.04723
12 Month		3.64012	0.08496

SOFR RATES	7/14/22
1 Month		2.04334	0.15738
3 Month		2.50870	0.23736
6 Month		3.02928	0.29297
12 Month		3.33268	0.24990