Ameribor v. Libor v. Bsby v.Sofr

by RJOFIG | Sep 10, 2021 | Select STIR Rates | 0 comments

	Date	Settles		Change
AMERIBOR	9/9/21
1 Month		0.09756		-0.0014
3 Month		0.09455		0.0007
6 Month		0.09456		0.0006
12 Month		0.09484		-0.0017

`	9/10/21
1 Month		0.08390		0.0013
3 Month		0.11580		0.0017
6 Month		0.14940		0.0028
12 Month		0.22250		-0.0014

BSBY INDEX	9/10/21
1 Month		0.06215		0.0005
3 Month		0.09272		0.0001
6 Month		0.12863		-0.0002
12 Month		0.17513		0.0003

SOFR RATES	9/10/21
1 Month		0.05130		-0.0001
3 Month		0.05212		0.0000
6 Month		0.05109		-0.0009
12 Month		0.05652		-0.0004