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Sofr v. Libor v. Bsby

by RJOFIG | Dec 23, 2022 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 12/23/22 Current
1 Month 4.32344 0.00069
3 Month 4.53843 0.00690
6 Month 4.73208 0.01939
12 Month 4.82201 0.03333
LIBOR 12/23/22 Settles
1 Month 4.38686 -0.00185
3 Month 4.72643 0.00257
6 Month 5.15314 0.00457
12 Month 5.44390 0.02800
BSBY INDEX 12/23/22 Settles
1 Month 4.32444 0.03514
3 Month 4.56340 -0.01092
6 Month 4.99800 -0.03855
12 Month 5.38917 -0.01051
curves.12.23.22

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