Ameribor v. Libor v. Bsby v. Sofr

by | Sep 13, 2021 | Select STIR Rates | 0 comments

Date Settles Change
AMERIBOR 9/12/21
1 Month 0.10188 0.0043
3 Month 0.09562 0.0011
6 Month 0.09531 0.0008
12 Month 0.09648 0.0016
LIBOR 9/13/21
1 Month 0.08375 -0.0001
3 Month 0.11600 0.0002
6 Month 0.14863 -0.0008
12 Month 0.22313 0.0006
BSBY INDEX 9/13/21
1 Month 0.06226 0.0001
3 Month 0.09308 0.0004
6 Month 0.12616 -0.0025
12 Month 0.17438 -0.0008
SOFR RATES 9/13/21
1 Month 0.05335 0.0021
3 Month 0.05451 0.0024
6 Month 0.05480 0.0037
12 Month 0.05859 0.0021
curves.9.13.21