Libor v. Bsby

by | Mar 3, 2023 | Select STIR Rates | 0 comments

LIBOR 3/3/23 Settle
1 Month 4.70914 0.00771
3 Month 4.98400 -0.00171
6 Month 5.31571 0.00485
12 Month 5.69443 -0.01957
BSBY INDEX 3/3/23 Settle
1 Month 4.67349 0.05325
3 Month 4.90683 0.01870
6 Month 5.22390 0.02117
12 Month 5.56956 0.00896