Sofr v. Libor v. Bsby

Date Change SOFR RATES 3/22/23 Current 1 Month 4.78686 0.01478 3 Month 4.90421 0.02484 6 Month 4.91582 0.11173 12 Month 4.80357 0.16089 LIBOR 3/22/23 Settle 1 Month 4.79700 0.01771 3 Month 5.08000 0.06229 6 Month 5.11514 0.10857 12 Month 5.17929 0.18258 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 3/21/23 Current 1 Month 4.77208 0.05511 3 Month 4.87937 0.11375 6 Month 4.80409 0.20656 12 Month 4.64268 0.32747 LIBOR 3/21/23 Settle 1 Month 4.77929 0.02700 3 Month 5.01771 0.07057 6 Month 5.00657 0.15786 12 Month 4.99671 0.29328 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 3/20/23 Current 1 Month 4.71697 -0.02568 3 Month 4.76562 -0.09151 6 Month 4.59753 -0.22143 12 Month 4.31521 -0.32133 LIBOR 3/20/23 Settle 1 Month 4.75229 -0.02542 3 Month 4.94714 -0.05129 6 Month 4.84871 -0.20358 12 Month 4.70343 -0.33071 BSBY...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 3/17/23 Current 1 Month 4.74265 0.02713 3 Month 4.85713 0.05332 6 Month 4.81896 0.15999 12 Month 4.63654 0.24433 LIBOR 3/17/23 Settle 1 Month 4.77771 0.01628 3 Month 4.99843 0.03586 6 Month 5.05229 0.12000 12 Month 5.03414 0.20471 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 3/16/23 Current 1 Month 4.71552 -0.00482 3 Month 4.80381 0.00841 6 Month 4.65897 -0.02539 12 Month 4.39221 -0.01513 LIBOR 3/16/23 Settle 1 Month 4.76143 0.05286 3 Month 4.96257 0.05543 6 Month 4.93229 0.09829 12 Month 4.82943 0.10100 BSBY INDEX...

Sofr v. Libor v. Bsby

Date Change SOFR RATES 3/15/23 Current 1 Month 4.72034 -0.01657 3 Month 4.7954 -0.06376 6 Month 4.68436 -0.10645 12 Month 4.40734 -0.27231 LIBOR 3/15/23 Settle 1 Month 4.70857 -0.01914 3 Month 4.90714 -0.03386 6 Month 4.83400 -0.13443 12 Month 4.72843 -0.26386 BSBY...