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Sofr v. Libor v. Bsby

by RJOFIG | Nov 18, 2022 | Select STIR Rates | 0 comments

Date Settles Change
SOFR RATES 11/18/22
1 Month 3.96806 0.01185
3 Month 4.25878 0.01792
6 Month 4.57496 0.02897
12 Month 4.82396 0.05473
LIBOR 11/18/22
1 Month 3.95671 0.01814
3 Month 4.66486 -0.01057
6 Month 5.14271 0.02028
12 Month 5.50943 0.05157
BSBY INDEX 11/18/22
1 Month 3.85399 0.00442
3 Month 4.46127 -0.05581
6 Month 5.03568 -0.00477
12 Month 5.48223 -0.00518

 

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