Ameribor v. Libor v. Bsby v. Sofr

by RJOFIG | Sep 16, 2021 | Select STIR Rates | 0 comments

	Date	Settles		Change
AMERIBOR	9/15/21
1 Month		0.09648		0.00072
3 Month		0.09587		0.00144
6 Month		0.09607		-0.00008
12 Month		0.09613		-0.00204

LIBOR	9/16/21
1 Month		0.08740		0.00327
3 Month		0.12200		0.00200
6 Month		0.14950		0.00112
12 Month		0.22425		0.00262

BSBY INDEX	9/16/21
1 Month		0.06310		0.00183
3 Month		0.09573		0.00086
6 Month		0.12849		0.00211
12 Month		0.17678		0.00252

SOFR RATES	9/16/21
1 Month		0.05382		0.00263
3 Month		0.05633		0.00591
6 Month		0.05365		0.00341
12 Month		0.05816		0.00176