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Sofr v. Libor v. Bsby

by RJOFIG | Dec 21, 2022 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 12/21/22 Current
1 Month 4.31921 -0.0022
3 Month 4.52728 0.00960
6 Month 4.72029 0.00655
12 Month 4.81799 -0.00102
LIBOR 12/21/22 Settles
1 Month 4.38560 0.02431
3 Month 4.72900 -0.02357
6 Month 5.16140 -0.01531
12 Month 5.43140 -0.02730
BSBY INDEX 12/21/22 Settles
1 Month 4.28563 -0.00823
3 Month 4.58247 -0.01477
6 Month 5.04106 0.00677
12 Month 5.40639 0.01528
curves.12.21.22

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