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Sofr v. Libor v. Bsby

by RJOFIG | Mar 14, 2023 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 3/15/23 Current
1 Month 4.73691 0.10293
3 Month 4.85916 0.12268
6 Month 4.79081 -0.03683
12 Month 4.67965 -0.04644
LIBOR 3/15/23 Settle
1 Month 4.72771 0.04328
3 Month 4.94100 0.07471
6 Month 4.96843 -0.08228
12 Month 4.99229 -0.15028
BSBY INDEX 3/15/23 Settle
1 Month 4.73228 -0.01009
3 Month 5.05047 -0.00278
6 Month 5.34451 -0.07178
12 Month 5.51547 -0.21914
curves.3.14.23

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