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Sofr v. Libor v. Bsby

by RJOFIG | Dec 30, 2022 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 12/30/22 Current
1 Month 4.31815 -0.01094
3 Month 4.56354 -0.00914
6 Month 4.76972 -0.00858
12 Month 4.88694 -0.00565
LIBOR 12/30/22 Settles
1 Month 4.39157 0.02286
3 Month 4.76729 0.01343
6 Month 5.13886 0.00129
12 Month 5.48214 0.03957
BSBY INDEX 12/30/22 Settles
1 Month 4.35671 -0.01637
3 Month 4.62363 0.02932
6 Month 5.01120 0.00302
12 Month 5.43275 0.01047
curves.12.30.22

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