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Sofr v. Libor v. Bsby

by RJOFIG | Feb 24, 2023 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 2/24/23 Current
1 Month 4.64117 0.00355
3 Month 4.8668 0.00632
6 Month 5.12007 0.00045
12 Month 5.25537 -0.05112
LIBOR 2/24/23 Settle
1 Month 4.63486 0.01786
3 Month 4.95343 -0.00443
6 Month 5.34514 0.06814
12 Month 5.63871 -0.00315
BSBY INDEX 2/24/23 Settle
1 Month 4.55685 0.00314
3 Month 4.84154 0.01119
6 Month 5.14529 0.01178
12 Month 5.49068 0.00322
curves.2.24.23

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