|
Date |
Settles |
Change |
| AMERIBOR |
8/10/22 |
|
|
| 1 Month |
|
2.45442 |
-0.01537 |
| 3 Month |
|
2.71216 |
-0.02643 |
| 6 Month |
|
3.17137 |
-0.03517 |
| 12 Month |
|
3.47974 |
-0.03411 |
|
|
|
|
| LIBOR |
8/11/22 |
|
|
| 1 Month |
|
2.39100 |
-0.00940 |
| 3 Month |
|
2.90514 |
-0.01757 |
| 6 Month |
|
3.48871 |
-0.05786 |
| 12 Month |
|
3.92814 |
-0.07000 |
|
|
|
|
| BSBY INDEX |
8/11/22 |
|
|
| 1 Month |
|
2.33397 |
-0.00224 |
| 3 Month |
|
2.88929 |
0.04179 |
| 6 Month |
|
3.47629 |
0.05521 |
| 12 Month |
|
3.94480 |
-0.01608 |
|
|
|
|
| SOFR RATES |
8/11/22 |
|
|
| SOFR O/N Fix |
|
2.28000 |
-0.01000 |
| 1 Month |
|
2.35706 |
-0.00890 |
| 3 Month |
|
2.67007 |
-0.03376 |
| 6 Month |
|
3.06207 |
-0.05267 |
| 12 Month |
|
3.33861 |
-0.06491 |
curves.8.11.22
