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Sofr v. Bsby

by RJOFIG | Jun 20, 2024 | Select STIR Rates | 0 comments

Term SOFR Ticker Settle Yest Change
1 Month TSFR1M Index 5.34364 5.34225 0.00139
3 Month TSFR3M Index 5.34746 5.34741 5E-05
6 Month TSFR6M Index 5.27772 5.28331 -0.00559
12 Month TSFR12M Index 5.04675 5.06444 -0.01769
Term BSBY Ticker Settle Yest Change
1 Month BSBY1M Index 5.38979 5.3829 0.00689
3 Month BSBY3M Index 5.42439 5.42581 -0.00142
6 Month BSBY6M Index 5.42712 5.42469 0.00243
12 Month BSBY12M Index 5.37234 5.37469 -0.00235
curves6.20.24

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