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Sofr v. Libor v. Bsby

by RJOFIG | Mar 8, 2023 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 3/8/23 Current
1 Month 4.78285 0.06712
3 Month 5.07658 0.11685
6 Month 5.36834 0.1525
12 Month 5.59558 0.17973
LIBOR 3/8/23 Settle
1 Month 4.75971 0.04071
3 Month 5.12471 0.09900
6 Month 5.47414 0.12800
12 Month 5.88071 0.16400
BSBY INDEX 3/8/23 Settle
1 Month 4.66547 -0.01173
3 Month 4.93868 0.00642
6 Month 5.27474 0.01845
12 Month 5.59935 0.01390
curves.3.8.23

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