Sofr v. Libor v. Bsby

by | Jan 30, 2023 | Select STIR Rates | 0 comments

curves.1.30.23
Date Change
SOFR RATES 1/30/23 Current
1 Month 4.535 0.00533
3 Month 4.66403 0.00114
6 Month 4.81614 0.00299
12 Month 4.84519 0.01482
LIBOR 1/30/23 Settle
1 Month 4.56557 -0.00414
3 Month 4.81357 -0.01172
6 Month 5.09157 -0.01072
12 Month 5.32600 0.00986
BSBY INDEX 1/30/23 Settle
1 Month 4.50278 0.00058
3 Month 4.72646 0.00493
6 Month 4.99727 0.00212
12 Month 5.22444 -0.00217
curves.1.30.23