Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 11/17/22 1 Month 3.95621 0.00732 3 Month 4.24086 0.00531 6 Month 4.54599 0.00658 12 Month 4.76923 0.01062 LIBOR 11/17/22 1 Month 3.93857 0.02786 3 Month 4.67543 0.00114 6 Month 5.12243 0.04043 12 Month 5.45786 -0.00700 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 11/16/22 1 Month 3.94889 0.05443 3 Month 4.23555 0.04639 6 Month 4.53941 0.02266 12 Month 4.75861 -0.00664 LIBOR 11/16/22 1 Month 3.91071 0.00714 3 Month 4.67429 0.02458 6 Month 5.08200 -0.00300 12 Month 5.46486 0.00472 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 11/15/22 1 Month 3.89446 0.00997 3 Month 4.18916 0.01071 6 Month 4.51675 0.01547 12 Month 4.76525 0.03739 LIBOR 11/15/22 1 Month 3.90357 0.01700 3 Month 4.64971 0.00585 6 Month 5.08500 -0.01886 12 Month 5.46014 -0.02343 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 11/14/22 1 Month 3.88449 0.00405 3 Month 4.17845 0.00697 6 Month 4.50128 0.00801 12 Month 4.72786 0.02196 LIBOR 11/14/22 1 Month 3.88657 0.01128 3 Month 4.64386 0.03772 6 Month 5.10386 0.01986 12 Month 4.48357 -0.96772 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 11/11/22 1 Month 3.88044 -0.00311 3 Month 4.17148 -0.03419 6 Month 4.49327 -0.08676 12 Month 4.7059 -0.17731 LIBOR 11/11/22 1 Month 3.87529 0.00215 3 Month 4.60614 -0.04357 6 Month 5.08400 -0.04957 12 Month 5.45129 -0.18000 BSBY INDEX...