|
Date |
Settles |
Change |
| AMERIBOR |
8/4/22 |
|
|
| 1 Month |
|
2.47353 |
0.00721 |
| 3 Month |
|
2.72434 |
0.04927 |
| 6 Month |
|
3.18443 |
0.11606 |
| 12 Month |
|
3.48712 |
0.18278 |
|
|
|
|
| LIBOR |
8/5/22 |
|
|
| 1 Month |
|
2.38857 |
0.01914 |
| 3 Month |
|
2.91157 |
0.04486 |
| 6 Month |
|
3.56886 |
0.14329 |
| 12 Month |
|
3.99471 |
0.13485 |
|
|
|
|
| BSBY INDEX |
8/5/22 |
|
|
| 1 Month |
|
2.33539 |
-0.00088 |
| 3 Month |
|
2.79872 |
-0.00406 |
| 6 Month |
|
3.34773 |
0.01515 |
| 12 Month |
|
3.78495 |
0.06856 |
|
|
|
|
| SOFR RATES |
8/5/22 |
|
|
| SOFR O/N Fix |
|
2.28000 |
-0.01000 |
| 1 Month |
|
2.33439 |
0.02031 |
| 3 Month |
|
2.65150 |
0.06127 |
| 6 Month |
|
3.06991 |
0.11680 |
| 12 Month |
|
3.35875 |
0.18362 |
curves.8.8.22
