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Sofr v. Libor v. Bsby

by RJOFIG | Mar 20, 2023 | Select STIR Rates | 0 comments

Date Change
SOFR RATES 3/20/23 Current
1 Month 4.71697 -0.02568
3 Month 4.76562 -0.09151
6 Month 4.59753 -0.22143
12 Month 4.31521 -0.32133
LIBOR 3/20/23 Settle
1 Month 4.75229 -0.02542
3 Month 4.94714 -0.05129
6 Month 4.84871 -0.20358
12 Month 4.70343 -0.33071
BSBY INDEX 3/20/23 Settle
1 Month 4.71671 0.00505
3 Month 4.92016 0.03171
6 Month 4.96878 0.05857
12 Month 4.90294 0.04319
curves.3.20.23

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