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Sofr v. Libor v. Bsby

by RJOFIG | Dec 22, 2022 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 12/22/22 Current
1 Month 4.32275 0.00354
3 Month 4.53153 0.00425
6 Month 4.71269 -0.0076
12 Month 4.78868 -0.02931
LIBOR 12/22/22 Settles
1 Month 4.38871 0.00311
3 Month 4.72386 -0.00514
6 Month 5.14857 -0.01283
12 Month 5.41590 -0.01550
BSBY INDEX 12/22/22 Settles
1 Month 4.28930 0.00367
3 Month 4.57432 -0.00815
6 Month 5.03655 -0.00451
12 Month 5.39968 -0.00671
curves.12.22.22

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