1M USD LIBOR Spread Adjustments for SOFR

Name: 1M USD LIBOR Spread Adjustments for SOFR
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

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bps

UTC+3

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Spread fixed on 05 March 2021

Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(98082, date)

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Index	Current value	Date
1W USD LIBOR Spread Adjustments for SOFR	3.839 bps	05/03/2021
1M USD LIBOR Spread Adjustments for SOFR	11.448 bps	05/03/2021
2M USD LIBOR Spread Adjustments for SOFR	18.456 bps	05/03/2021
3M USD LIBOR Spread Adjustments for SOFR	26.161 bps	05/03/2021
6M USD LIBOR Spread Adjustments for SOFR	42.826 bps	05/03/2021
1Y USD LIBOR Spread Adjustments for SOFR	71.513 bps	05/03/2021
ON USD LIBOR Spread Adjustments for SOFR	0.644 bps	05/03/2021

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