Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 12/6/22 1 Month 4.13998 0.01555 3 Month 4.42108 0.01689 6 Month 4.7302 0.05971 12 Month 4.90203 0.04976 LIBOR 12/6/22 1 Month 4.22143 0.00414 3 Month 4.73457 0.01114 6 Month 5.20200 0.01514 12 Month 5.56414 0.05171 BSBY INDEX 12/6/22 1...

Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 12/5/22 1 Month 4.12443 0 3 Month 4.40419 0.01167 6 Month 4.67049 0.03604 12 Month 4.85227 0.08996 LIBOR 12/5/22 1 Month 4.21729 0.03243 3 Month 4.72343 -0.00914 6 Month 5.18686 0.03772 12 Month 5.51243 0.08300 BSBY INDEX 12/5/22 1 Month...

Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 12/2/22 1 Month 4.12443 0.02095 3 Month 4.39252 -0.00150 6 Month 4.63445 -0.03549 12 Month 4.76231 -0.08658 LIBOR 12/2/22 1 Month 4.18486 0.01257 3 Month 4.73257 -0.03243 6 Month 5.14914 -0.02643 12 Month 5.42943 -0.06528 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 12/1/22 1 Month 4.10348 0.0147 3 Month 4.39402 -0.00002 6 Month 4.66994 -0.01093 12 Month 4.84889 -0.05365 LIBOR 12/1/22 1 Month 4.17229 0.03029 3 Month 4.76500 -0.01357 6 Month 5.17557 -0.02786 12 Month 5.49471 -0.07689 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 11/30/22 1 Month 4.08878 0.02386 3 Month 4.39404 0.01653 6 Month 4.68087 0.00458 12 Month 4.90254 0.004 LIBOR 11/30/22 1 Month 4.14200 0.02190 3 Month 4.77857 0.01797 6 Month 5.20343 -0.00547 12 Month 5.57160 0.01820 BSBY INDEX 11/30/22...