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Ameribor v. Libor v. Bsby v. Sofr

by RJOFIG | Jul 18, 2022 | Select STIR Rates | 0 comments

LIBOR 7/18/22 Change
1 Month 2.12643 0.00614
3 Month 2.70986 -0.02771
6 Month 3.26743 -0.04386
12 Month 3.86300 -0.03343
BSBY INDEX 7/18/22
1 Month 1.94407 0.05227
3 Month 2.58495 0.05955
6 Month 3.19397 0.06260
12 Month 3.71804 0.04034
SOFR RATES 7/18/22
1 Month 1.99434 0.00619
3 Month 2.37833 -0.03551
6 Month 2.85333 -0.06129
12 Month 3.18123 -0.05714
curves 7.18.22

 

 

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