Ameribor v. Libor v. Bsby v. Sofr
|
Date |
Settles |
Change |
| AMERIBOR |
4/5/22 |
|
|
| 1 Month |
|
0.45080 |
0.00280 |
| 3 Month |
|
0.76327 |
0.01322 |
| 6 Month |
|
1.18905 |
0.02425 |
| 12 Month |
|
1.87748 |
0.05533 |
|
|
|
|
| LIBOR |
4/6/22 |
|
|
| 1 Month |
|
0.45143 |
0.00543 |
| 3 Month |
|
0.98643 |
0.01986 |
| 6 Month |
|
1.50171 |
0.02685 |
| 12 Month |
|
2.24343 |
0.01557 |
|
|
|
|
| BSBY INDEX |
4/6/22 |
|
|
| 1 Month |
|
0.36448 |
0.00801 |
| 3 Month |
|
0.91366 |
0.00311 |
| 6 Month |
|
1.39816 |
0.02161 |
| 12 Month |
|
2.02695 |
0.02587 |
|
|
|
|
| SOFR RATES |
4/6/22 |
|
|
| 1 Month |
|
0.37098 |
0.06710 |
| 3 Month |
|
0.72016 |
0.06108 |
| 6 Month |
|
1.14696 |
0.06464 |
| 12 Month |
|
1.82300 |
0.06892 |
curves.4.6.22
