by | Aug 3, 2022 | Select STIR Rates | 0 comments

Date Settles Change
AMERIBOR 8/2/22
1 Month 2.46814 0.00291
3 Month 2.65763 0.01744
6 Month 3.06575 0.05207
12 Month 3.31402 0.11284
LIBOR 8/3/22
1 Month 2.37629 0.01900
3 Month 2.83229 0.02529
6 Month 3.38900 0.07557
12 Month 3.84314 0.13543
BSBY INDEX 8/3/22
1 Month 2.33115 0.00275
3 Month 2.76080 0.02767
6 Month 3.28477 0.00734
12 Month 3.64887 0.00034
SOFR RATES 8/3/22
1 Month 2.29544 0.00618
3 Month 2.57010 -0.07009
6 Month 2.94325 0.05465
12 Month 3.17304 0.15576
curves.8.3.22