|
Date |
Settles |
Change |
| AMERIBOR |
7/21/22 |
|
|
| 1 Month |
|
1.89709 |
0.00532 |
| 3 Month |
|
2.35325 |
0.02878 |
| 6 Month |
|
2.87501 |
0.00605 |
| 12 Month |
|
3.31327 |
0.00734 |
|
|
|
|
| LIBOR |
7/22/22 |
|
Change |
| 1 Month |
|
2.25229 |
-0.00671 |
| 3 Month |
|
2.76629 |
-0.01671 |
| 6 Month |
|
3.32286 |
-0.05457 |
| 12 Month |
|
3.81429 |
-0.10442 |
|
|
|
|
| BSBY INDEX |
7/22/22 |
|
|
| 1 Month |
|
2.12246 |
0.06464 |
| 3 Month |
|
2.71619 |
0.01952 |
| 6 Month |
|
3.27410 |
0.01143 |
| 12 Month |
|
3.80357 |
0.01389 |
|
|
|
|
| SOFR RATES |
7/22/22 |
|
|
| 1 Month |
|
2.15323 |
0.01751 |
| 3 Month |
|
2.47342 |
0.00187 |
| 6 Month |
|
2.89532 |
-0.04198 |
| 12 Month |
|
3.14287 |
-0.11443 |
curves 7.22.22
