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Sofr v. Libor v. Bsby

by RJOFIG | Dec 19, 2022 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 12/19/22 Current
1 Month 4.32154 0.03364
3 Month 4.50133 0.01382
6 Month 4.68781 0.00044
12 Month 4.779 -0.017
LIBOR 12/19/22 Settles
1 Month 4.35386 0.00100
3 Month 4.73829 -0.00757
6 Month 5.14986 -0.03700
12 Month 5.42771 -0.05115
BSBY INDEX 12/16/22 Settles
1 Month 4.26398 0.02207
3 Month 4.59616 -0.01139
6 Month 5.02476 -0.01647
12 Month 5.39803 -0.04572
curves.12.19.22

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