Ameribor v. Libor v. Bsby v. Sofr

by | Jul 15, 2021 | Select STIR Rates | 0 comments

Date Settles Change
AMERIBOR 7/14/21
1 Month 0.1076 -0.0008
3 Month 0.1076 -0.0010
6 Month 0.1069 -0.0005
12 Month 0.10659 -0.0003
LIBOR 7/15/21
1 Month 0.0891 -0.0020
3 Month 0.1339 0.0075
6 Month 0.1533 0.0026
12 Month 0.241 -0.0020
BSBY INDEX 7/15/21
1 Month 0.07248 0.0005
3 Month 0.1023 0.0003
6 Month 0.12917 0.0025
12 Month 0.19023 0.0002
SOFR RATES 7/15/21
1 Month 0.04886 0.0022
3 Month 0.04964 0.0034
6 Month 0.04985 0.0017
12 Month 0.06314 0.0007
curves.7.15.21