|
Date |
Settles |
Change |
| AMERIBOR |
8/15/22 |
|
|
| 1 Month |
|
2.44247 |
-0.00006 |
| 3 Month |
|
2.72512 |
-0.00155 |
| 6 Month |
|
3.17145 |
-0.00824 |
| 12 Month |
|
3.47716 |
-0.02928 |
|
|
|
|
| LIBOR |
8/16/22 |
|
|
| 1 Month |
|
2.37700 |
-0.00271 |
| 3 Month |
|
2.96057 |
0.01871 |
| 6 Month |
|
3.50600 |
-0.02700 |
| 12 Month |
|
3.95071 |
-0.04386 |
|
|
|
|
| BSBY INDEX |
8/16/22 |
|
|
| 1 Month |
|
2.33765 |
-0.00043 |
| 3 Month |
|
2.84892 |
-0.02522 |
| 6 Month |
|
3.45882 |
0.01835 |
| 12 Month |
|
3.93832 |
0.04754 |
|
|
|
|
| SOFR RATES |
8/16/22 |
|
|
| SOFR O/N Fix |
|
2.29000 |
0.01000 |
| 1 Month |
|
2.36799 |
0.00637 |
| 3 Month |
|
2.69724 |
0.01233 |
| 6 Month |
|
3.07368 |
-0.00245 |
| 12 Month |
|
3.35670 |
-0.02682 |
curves.8.16.22
