Ameribor v. Libor v. Bsby v. Sofr

by RJOFIG | Jul 12, 2021 | Select STIR Rates | 0 comments

	Date	Settles		Change
AMERIBOR	7/9/21
1 Month		0.10836		0.0032
3 Month		0.10957		0.0011
6 Month		0.10922		0.0010
12 Month		0.10747		0.0005

LIBOR	7/12/21
1 Month		0.09575		-0.0044
3 Month		0.13288		0.0043
6 Month		0.15438		0.0034
12 Month		0.23888		0.0000

BSBY INDEX	7/12/21
1 Month		0.07226		-0.0007
3 Month		0.1008		-0.0001
6 Month		0.12482		-0.0028
12 Month		0.18648		-0.0015

SOFR RATES	7/12/21
1 Month		0.04888		0.0002
3 Month		0.04965		0.0001
6 Month		0.04985		0.0000
12 Month		0.05934		0.0006