|
Date |
Settles |
Change |
| AMERIBOR |
8/4/22 |
|
|
| 1 Month |
|
2.46632 |
-0.00188 |
| 3 Month |
|
2.67507 |
0.00947 |
| 6 Month |
|
3.06837 |
-0.00873 |
| 12 Month |
|
3.30434 |
-0.01774 |
|
|
|
|
| LIBOR |
8/5/22 |
|
|
| 1 Month |
|
2.36943 |
-0.00328 |
| 3 Month |
|
2.86671 |
0.00432 |
| 6 Month |
|
3.42557 |
0.03286 |
| 12 Month |
|
3.85986 |
-0.01914 |
|
|
|
|
| BSBY INDEX |
8/5/22 |
|
|
| 1 Month |
|
2.33627 |
0.00038 |
| 3 Month |
|
2.80278 |
0.00331 |
| 6 Month |
|
3.33258 |
0.01577 |
| 12 Month |
|
3.71639 |
0.02880 |
|
|
|
|
| SOFR RATES |
8/5/22 |
|
|
| SOFR O/N Fix |
|
2.34000 |
2.29000 |
| 1 Month |
|
2.31408 |
0.00811 |
| 3 Month |
|
2.59023 |
0.00316 |
| 6 Month |
|
2.95311 |
-0.01427 |
| 12 Month |
|
3.17513 |
-0.03844 |
curves.8.5.22
