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Sofr v. Libor v. Bsby

by RJOFIG | May 2, 2023 | Select STIR Rates | 0 comments

  Date   Change
SOFR RATES 5/2/23 Current  
1 Month   5.0472 0.00745
3 Month   5.13071 0.01956
6 Month   5.14681 0.02709
12 Month   4.89888 0.03402
       
LIBOR 5/2/23 Settle  
1 Month   5.09390 0.03176
3 Month   5.33630 0.03387
6 Month   5.43290 0.02590
12 Month   5.43529 0.06900
       
BSBY INDEX 5/2/23 Settle  
1 Month   5.04282 -0.00893
3 Month   5.23566 0.00694
6 Month   5.36499 0.01814
12 Month   5.34353 0.01143

curves5.02.23

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