|
Date |
Settles |
Change |
| AMERIBOR |
8/3/22 |
|
|
| 1 Month |
|
2.46820 |
0.00006 |
| 3 Month |
|
2.66560 |
0.00797 |
| 6 Month |
|
3.07710 |
0.01135 |
| 12 Month |
|
3.32208 |
0.00806 |
|
|
|
|
| LIBOR |
8/4/22 |
|
|
| 1 Month |
|
2.37271 |
-0.00358 |
| 3 Month |
|
2.86239 |
0.03010 |
| 6 Month |
|
3.39271 |
0.00371 |
| 12 Month |
|
3.87900 |
0.03586 |
|
|
|
|
| BSBY INDEX |
8/4/22 |
|
|
| 1 Month |
|
2.33589 |
0.00474 |
| 3 Month |
|
2.79947 |
0.03867 |
| 6 Month |
|
3.31681 |
0.03204 |
| 12 Month |
|
3.68759 |
0.03872 |
|
|
|
|
| SOFR RATES |
8/4/22 |
|
|
| SOFR O/N Fix |
|
2.29000 |
2.30000 |
| 1 Month |
|
2.30597 |
0.01053 |
| 3 Month |
|
2.58707 |
0.01697 |
| 6 Month |
|
2.96738 |
0.02413 |
| 12 Month |
|
3.21357 |
0.04053 |
curves.8.4.22
