|
Date |
Settles |
Change |
| AMERIBOR |
8/9/22 |
|
|
| 1 Month |
|
2.46979 |
-0.00524 |
| 3 Month |
|
2.73859 |
0.00273 |
| 6 Month |
|
3.20654 |
0.01563 |
| 12 Month |
|
3.51385 |
0.03493 |
|
|
|
|
| LIBOR |
8/10/22 |
|
|
| 1 Month |
|
2.40040 |
0.02026 |
| 3 Month |
|
2.92271 |
0.00171 |
| 6 Month |
|
3.54657 |
-0.00386 |
| 12 Month |
|
3.99814 |
0.00728 |
|
|
|
|
| BSBY INDEX |
8/10/22 |
|
|
| 1 Month |
|
2.33621 |
-0.00293 |
| 3 Month |
|
2.84750 |
0.03910 |
| 6 Month |
|
4.42108 |
1.04589 |
| 12 Month |
|
3.96088 |
0.14050 |
|
|
|
|
| SOFR RATES |
8/10/22 |
|
|
| SOFR O/N Fix |
|
2.29000 |
0.01000 |
| 1 Month |
|
2.36596 |
0.02253 |
| 3 Month |
|
2.70383 |
0.03757 |
| 6 Month |
|
3.11474 |
0.03887 |
| 12 Month |
|
3.40352 |
0.05220 |
curves.8.10.22
