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Sofr v. Libor v. Bsby

by RJOFIG | Feb 17, 2023 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 2/17/23 Current
1 Month 4.61318 0.00317
3 Month 4.78725 0.00529
6 Month 5.01566 0.00047
12 Month 5.17581 -0.01361
LIBOR 2/17/23 Settle
1 Month 4.59129 -0.00657
3 Month 4.91529 0.01443
6 Month 5.24300 0.06257
12 Month 5.64286 0.06972
BSBY INDEX 2/17/23 Settle
1 Month 4.57699 0.01363
3 Month 4.79779 0.00678
6 Month 5.09280 0.00893
12 Month 5.43975 0.01301
curves.2.17.23

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