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Sofr v. Libor v. Bsby

by RJOFIG | Jun 30, 2023 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 6/30/23 Current
1 Month 5.11401 0.00142
3 Month 5.26542 0.01417
6 Month 5.38919 0.03320
12 Month 5.43523 0.10967
LIBOR 6/29/23 Settle
1 Month 5.2177 0.01270
3 Month 5.5454 0.01197
6 Month 5.7623 0.02273
12 Month 6.04140 0.08126
BSBY INDEX 6/30/23 Settle
1 Month 5.21571 0.04014
3 Month 5.46296 0.00344
6 Month 5.65747 0.01803
12 Month 5.90872 0.03749
curves.6.30.23

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