Futures Brokers | R.J.O'Brien
  • Home
  • Resources
    • Select STIR Rates
    • FIG RFR Add-On
    • The Missile
    • FIG Presentations
    • Industry News
    • Risk Modeling Solutions
    • RJO FIG Primary-Secondary Yield Differentials
    • RJO FIG SFBTA 2024 PRESENTATION
    • RAMS Weekly Pricing Sheet
  • Open An Account
  • My Account
  • Why FIG
  • Contact Us
Select Page

Sofr v. Libor v. Bsby

by RJOFIG | Jun 21, 2023 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 6/21/23 Current
1 Month 5.11314 0.00745
3 Month 5.24281 0.01295
6 Month 5.32849 0.01305
12 Month 5.28312 -0.00083
LIBOR 6/21/23 Settle
1 Month 5.14757 -0.00657
3 Month 5.53957 0.01928
6 Month 5.68243 0.00843
12 Month 5.89857 0.00071
BSBY INDEX 6/21/23 Settle
1 Month 5.16108 -0.03451
3 Month 5.41423 -0.00946
6 Month 5.62763 -0.00283
12 Month 5.84143 0.01113
curves.6.21.23

Recent Posts

  • TERM SOFR Settles
  • TERM SOFR Settles
  • TERM SOFR Settles
  • TERM SOFR Settles
  • TERM SOFR Settles

Archives

  • May 2025
  • April 2025
  • March 2025
  • February 2025
  • January 2025
  • December 2024
  • November 2024
  • October 2024
  • September 2024
  • August 2024
  • July 2024
  • June 2024
  • May 2024
  • April 2024
  • March 2024
  • February 2024
  • January 2024
  • December 2023
  • November 2023
  • October 2023
  • September 2023
  • August 2023
  • July 2023
  • June 2023
  • May 2023
  • April 2023
  • March 2023
  • February 2023
  • January 2023
  • December 2022
  • November 2022
  • October 2022
  • September 2022
  • August 2022
  • July 2022
  • June 2022
  • May 2022
  • April 2022
  • March 2022
  • February 2022
  • January 2022
  • December 2021
  • November 2021
  • October 2021
  • September 2021
  • August 2021
  • July 2021
  • June 2021
  • May 2021
  • April 2021
  • March 2021
  • February 2021
  • January 2021
  • December 2020
  • November 2020
  • October 2020
  • September 2020
  • August 2020
  • July 2020
  • June 2020
  • May 2020
  • April 2020
  • March 2020
  • February 2020
.