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Sofr v Libor v. Bsby

by RJOFIG | Jan 5, 2023 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 1/5/23 Current
1 Month 4.32815 0.00038
3 Month 4.58705 0.00461
6 Month 4.80124 0.00656
12 Month 4.92341 0.0087
LIBOR 1/5/23 Settles
1 Month 4.39514 0.01085
3 Month 4.81171 0.02328
6 Month 5.16543 0.03229
12 Month 5.49343 0.03843
BSBY INDEX 1/5/23 Settles
1 Month 4.34050 -0.00371
3 Month 4.67792 0.00531
6 Month 5.07015 0.00533
12 Month 5.40033 -0.00803
curves.1.5.23

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