Sofr v. Libor v. Bsby

Date SOFR RATES 3/6/23 Current 1 Month 4.70626 3 Month 4.95264 6 Month 5.20679 12 Month 5.39267 LIBOR 3/6/23 Settle 1 Month 4.71129 3 Month 5.00800 6 Month 5.32800 12 Month 5.69057 BSBY INDEX 3/6/23 Settle 1 Month 4.68471 3 Month 4.90991 6 Month 5.23514 12 Month...

Libor v. Bsby

LIBOR 3/3/23 Settle 1 Month 4.70914 0.00771 3 Month 4.98400 -0.00171 6 Month 5.31571 0.00485 12 Month 5.69443 -0.01957 BSBY INDEX 3/3/23 Settle 1 Month 4.67349 0.05325 3 Month 4.90683 0.01870 6 Month 5.22390 0.02117 12 Month 5.56956...

Libor v. Bsby Settles

LIBOR 3/1/23 Settle 1 Month 4.70143 0.02843 3 Month 4.98571 0.00457 6 Month 5.31086 0.02272 12 Month 5.71400 0.02786 BSBY INDEX 3/1/23 Settle 1 Month 4.62024 0.03446 3 Month 4.88813 0.01166 6 Month 5.20273 0.02281 12 Month 5.56060...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 2/28/23 Current 1 Month 4.64923 0.00103 3 Month 4.87862 -0.00554 6 Month 5.1382 -0.00801 12 Month 5.35201 0.98822 LIBOR 2/28/23 Settle 1 Month 4.66943 0.00743 3 Month 4.97100 0.00857 6 Month 5.26343 -0.00771 12 Month 5.68157 -0.00986 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 2/24/23 Current 1 Month 4.6482 0.00703 3 Month 4.88416 0.01736 6 Month 5.14621 0.02614 12 Month 4.36379 -0.89158 LIBOR 2/24/23 Settle 1 Month 4.66200 0.02714 3 Month 4.96243 0.00900 6 Month 5.27114 0.03600 12 Month 5.69143 0.05272 BSBY INDEX...