Futures Brokers | R.J.O'Brien
  • Home
  • Resources
    • Select STIR Rates
    • FIG RFR Add-On
    • The Missile
    • FIG Presentations
    • Industry News
    • Risk Modeling Solutions
    • RJO FIG Primary-Secondary Yield Differentials
    • RJO FIG SFBTA 2024 PRESENTATION
    • RAMS Weekly Pricing Sheet
  • Open An Account
  • My Account
  • Why FIG
  • Contact Us
Select Page

Sofr v. Libor v. Bsby

by RJOFIG | Mar 16, 2023 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 3/16/23 Current
1 Month 4.71552 -0.00482
3 Month 4.80381 0.00841
6 Month 4.65897 -0.02539
12 Month 4.39221 -0.01513
LIBOR 3/16/23 Settle
1 Month 4.76143 0.05286
3 Month 4.96257 0.05543
6 Month 4.93229 0.09829
12 Month 4.82943 0.10100
BSBY INDEX 3/16/23 Settle
1 Month 4.69396 0.00216
3 Month 4.86745 -0.05333
6 Month 4.96443 -0.15765
12 Month 4.97393 -0.13086
curves.3.16.23

Recent Posts

  • TERM SOFR Settles
  • TERM SOFR Settles
  • TERM SOFR Settles
  • TERM SOFR Settles
  • TERM SOFR Settles

Archives

  • May 2025
  • April 2025
  • March 2025
  • February 2025
  • January 2025
  • December 2024
  • November 2024
  • October 2024
  • September 2024
  • August 2024
  • July 2024
  • June 2024
  • May 2024
  • April 2024
  • March 2024
  • February 2024
  • January 2024
  • December 2023
  • November 2023
  • October 2023
  • September 2023
  • August 2023
  • July 2023
  • June 2023
  • May 2023
  • April 2023
  • March 2023
  • February 2023
  • January 2023
  • December 2022
  • November 2022
  • October 2022
  • September 2022
  • August 2022
  • July 2022
  • June 2022
  • May 2022
  • April 2022
  • March 2022
  • February 2022
  • January 2022
  • December 2021
  • November 2021
  • October 2021
  • September 2021
  • August 2021
  • July 2021
  • June 2021
  • May 2021
  • April 2021
  • March 2021
  • February 2021
  • January 2021
  • December 2020
  • November 2020
  • October 2020
  • September 2020
  • August 2020
  • July 2020
  • June 2020
  • May 2020
  • April 2020
  • March 2020
  • February 2020
.