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Libor v. Bsby v. Sofr

by RJOFIG | Oct 21, 2022 | Select STIR Rates | 0 comments

Contract Date Settles Change
LIBOR 10/21/22
1 Month 3.58557 0.01314
3 Month 4.35843 0.03386
6 Month 4.87500 0.04314
12 Month 5.47557 0.05443
BSBY INDEX 10/21/22
1 Month 3.43700 0.06022
3 Month 4.18877 0.02161
6 Month 4.84382 0.04911
12 Month 5.38273 0.03735
SOFR RATES 10/21/22
1 Month 3.49380 0.02598
3 Month 3.98246 0.01670
6 Month 4.44676 0.02092
12 Month 4.78791 0.04169

 

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