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Libor v. Bsby v. Sofr

by RJOFIG | Jun 14, 2022 | Select STIR Rates | 0 comments

LIBOR 6/14/22 Settles Change
1 Month 1.50929 0.18529
3 Month 2.00329 0.17443
6 Month 2.66800 0.15786
12 Month 3.58129 0.21143
BSBY INDEX 6/14/22
1 Month 1.21361 0.01188
3 Month 1.70127 0.02388
6 Month 2.23869 0.02979
12 Month 2.95044 0.04309
SOFR RATES 6/14/22
1 Month 1.46024 0.14468
3 Month 1.85906 0.18159
6 Month 2.38572 0.20089
12 Month 3.12006 0.17881

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