Ameribor v. Libor v. Bsby v. Sofr

by | Jun 25, 2021 | Select STIR Rates | 0 comments

Date Settles Change
AMERIBOR 6/24/21
1 Month 0.11629 0.0094
3 Month 0.1146 0.0055
6 Month 0.11402 0.0044
12 Month 0.11309 0.0034
LIBOR 6/25/21
1 Month 0.0961 0.0011
3 Month 0.146 0.0000
6 Month 0.1655 0.0002
12 Month 0.24926 0.0016
BSBY INDEX 6/25/21
1 Month 0.0753 0.0005
3 Month 0.10296 0.0001
6 Month 0.12772 0.0000
12 Month 0.18591 0.0024
SOFR RATES 6/25/21
1 Month 0.04608 -0.0002
3 Month 0.04535 -0.0001
6 Month 0.04752 0.0000
12 Month 0.06121 0.0004
curves.6.25.21