|
Date |
Settles |
Change |
| AMERIBOR |
8/8/22 |
|
|
| 1 Month |
|
2.47503 |
0.00150 |
| 3 Month |
|
2.73586 |
0.01152 |
| 6 Month |
|
3.19091 |
0.00648 |
| 12 Month |
|
3.47892 |
-0.00820 |
|
|
|
|
| LIBOR |
8/9/22 |
|
|
| 1 Month |
|
2.38014 |
-0.00843 |
| 3 Month |
|
2.92100 |
0.00943 |
| 6 Month |
|
3.55043 |
-0.01843 |
| 12 Month |
|
3.99086 |
-0.00385 |
|
|
|
|
| BSBY INDEX |
8/9/22 |
|
|
| 1 Month |
|
2.33914 |
0.00375 |
| 3 Month |
|
2.80840 |
0.00968 |
| 6 Month |
|
3.37519 |
0.02746 |
| 12 Month |
|
3.82038 |
0.03543 |
|
|
|
|
| SOFR RATES |
8/9/22 |
|
|
| SOFR O/N Fix |
|
2.28000 |
0.00000 |
| 1 Month |
|
2.34343 |
0.00904 |
| 3 Month |
|
2.66626 |
0.01476 |
| 6 Month |
|
3.07587 |
0.00596 |
| 12 Month |
|
3.35132 |
-0.00743 |
curves.8.9.22
