Ameribor v. Libor v. Bsby v. Sofr

by | Jun 28, 2021 | Select STIR Rates | 0 comments

Date Settles Change
AMERIBOR 6/25/21
1 Month 0.12961 0.0133
3 Month 0.11773 0.0031
6 Month 0.1156 0.0016
12 Month 0.11388 0.0008
LIBOR 6/28/21
1 Month 0.10425 0.0081
3 Month 0.14725 0.0013
6 Month 0.16663 0.0011
12 Month 0.2475 -0.0018
BSBY INDEX 6/28/21
1 Month 0.07204 -0.0033
3 Month 0.10353 0.0006
6 Month 0.12884 0.0011
12 Month 0.18846 0.0026
SOFR RATES 6/28/21
1 Month 0.04558 -0.0005
3 Month 0.04667 0.0013
6 Month 0.04992 0.0024
12 Month 0.06281 0.0016
curves.6.28.21