Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 11/25/22 1 Month 4.04525 0 3 Month 4.35294 -0.00122 6 Month 4.66143 -0.01796 12 Month 4.90316 -0.03316 LIBOR 11/25/22 1 Month 4.05471 0.01111 3 Month 4.73386 -0.02344 6 Month 5.21871 -0.00659 12 Month 5.59800 -0.04090 BSBY INDEX 11/25/22...

Sofr v. Libor v. Bsby

Date Settles Change SOFR RATES 11/18/22 1 Month 3.96806 0.01185 3 Month 4.25878 0.01792 6 Month 4.57496 0.02897 12 Month 4.82396 0.05473 LIBOR 11/18/22 1 Month 3.95671 0.01814 3 Month 4.66486 -0.01057 6 Month 5.14271 0.02028 12 Month 5.50943 0.05157 BSBY INDEX...

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...