Sofr v. Libor v. Bsby

Date Change SOFR RATES 2/2/23 Current 1 Month 4.56793 0.00004 3 Month 4.67938 -0.00445 6 Month 4.82451 -0.00852 12 Month 4.81626 -0.03601 LIBOR 2/2/23 Settle 1 Month 4.58000 0.00500 3 Month 4.80614 0.00985 6 Month 5.05986 -0.02800 12 Month 5.27986 -0.03543 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 2/1/23 Current 1 Month 4.56789 0.02429 3 Month 4.68383 0.01291 6 Month 4.83303 0.00101 12 Month 4.85227 -0.02152 LIBOR 2/1/23 Settle 1 Month 4.57500 0.00071 3 Month 4.79629 -0.01728 6 Month 5.08786 -0.01257 12 Month 5.31529 -0.02228 BSBY INDEX...

Sor v. Libor v. Bsby

Date Change SOFR RATES 1/31/23 Current 1 Month 4.5436 0.0086 3 Month 4.67092 0.00689 6 Month 4.83202 0.01588 12 Month 4.87379 0.0286 LIBOR 1/31/23 Settle 1 Month 4.57429 0.00872 3 Month 4.81357 0.00000 6 Month 5.10043 0.00886 12 Month 5.33757 0.01157 BSBY INDEX...

Sofr v. Libor v. Bsby

curves.1.30.23 Date Change SOFR RATES 1/30/23 Current 1 Month 4.535 0.00533 3 Month 4.66403 0.00114 6 Month 4.81614 0.00299 12 Month 4.84519 0.01482 LIBOR 1/30/23 Settle 1 Month 4.56557 -0.00414 3 Month 4.81357 -0.01172 6 Month 5.09157 -0.01072 12 Month 5.32600...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 1/26/23 Current 1 Month 4.53584 0.00617 3 Month 4.666599 0.00371 6 Month 4.81937 0.00622 12 Month 4.84357 0.0132 LIBOR 1/26/23 Settle 1 Month 4.56971 0.02242 3 Month 4.82529 0.02286 6 Month 5.10229 -0.00070 12 Month 5.31614 0.01528 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 1/26/23 Current 1 Month 4.52967 0.00828 3 Month 4.66289 0.00579 6 Month 4.81315 -0.0014 12 Month 4.83037 -0.01138 LIBOR 1/26/23 Settle 1 Month 4.54729 0.03000 3 Month 4.80243 -0.01214 6 Month 5.10299 -0.00530 12 Month 5.30086 -0.03843 BSBY INDEX...