|
Date |
Settles |
Change |
| AMERIBOR |
7/14/22 |
|
|
| 1 Month |
|
1.80756 |
0.00396 |
| 3 Month |
|
2.27869 |
0.01780 |
| 6 Month |
|
2.81405 |
0.00598 |
| 12 Month |
|
3.28754 |
0.01335 |
|
|
|
|
| LIBOR |
7/15/22 |
|
Change |
| 1 Month |
|
2.12029 |
-0.03571 |
| 3 Month |
|
2.73757 |
-0.00273 |
| 6 Month |
|
3.31129 |
-0.07001 |
| 12 Month |
|
3.89643 |
-0.08186 |
|
|
|
|
| BSBY INDEX |
7/15/22 |
|
|
| 1 Month |
|
1.89180 |
0.07498 |
| 3 Month |
|
2.52540 |
0.05758 |
| 6 Month |
|
3.13137 |
0.06824 |
| 12 Month |
|
3.67770 |
0.03758 |
|
|
|
|
| SOFR RATES |
7/15/22 |
|
|
| 1 Month |
|
1.98815 |
-0.05519 |
| 3 Month |
|
2.41384 |
-0.09486 |
| 6 Month |
|
2.91462 |
-0.11466 |
| 12 Month |
|
3.23837 |
-0.09431 |
curves 7.15.22
