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Libor v. Bsby v. Sofr

by RJOFIG | Jun 13, 2022 | Select STIR Rates | 0 comments

LIBOR 6/13/22 Settles Change
1 Month 1.32400 0.04186
3 Month 1.82886 0.08415
6 Month 2.51014 0.19857
12 Month 3.36986 0.36443
BSBY INDEX 6/13/22
1 Month 1.20173 0.01341
3 Month 1.67739 0.01650
6 Month 2.20890 0.01891
12 Month 2.90735 0.04020
SOFR RATES 6/13/22
1 Month 1.31556 0.11193
3 Month 1.67747 0.15174
6 Month 2.18483 0.24583
12 Month 2.94125 0.37098

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