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Sofr v. Libor v. Bsby

by RJOFIG | Dec 14, 2022 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 12/14/22
1 Month 4.2879 0.03863
3 Month 4.48751 -0.00470
6 Month 4.68737 -0.05772
12 Month 4.796 -0.11554
LIBOR 12/14/22 Settles
1 Month 4.32629 0.00843
3 Month 4.73629 -0.03271
6 Month 5.12529 -0.08042
12 Month 5.40686 -0.14443
BSBY INDEX 12/13/22 Settles
1 Month 4.20114 0.01995
3 Month 4.59314 0.00364
6 Month 5.07242 -0.00399
12 Month 5.48895 -0.01129
curves.12.14.22

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