|
Date |
Settles |
Change |
| AMERIBOR |
8/11/22 |
|
|
| 1 Month |
|
2.44778 |
-0.02201 |
| 3 Month |
|
2.72154 |
-0.01705 |
| 6 Month |
|
3.17400 |
-0.03254 |
| 12 Month |
|
3.49808 |
-0.01577 |
|
|
|
|
| LIBOR |
8/12/22 |
|
|
| 1 Month |
|
2.38686 |
-0.01354 |
| 3 Month |
|
2.92157 |
-0.00114 |
| 6 Month |
|
3.50929 |
-0.03728 |
| 12 Month |
|
3.95900 |
-0.03914 |
|
|
|
|
| BSBY INDEX |
8/12/22 |
|
|
| 1 Month |
|
2.34125 |
0.00504 |
| 3 Month |
|
2.89147 |
0.04397 |
| 6 Month |
|
3.46692 |
0.04584 |
| 12 Month |
|
3.92639 |
-0.03449 |
|
|
|
|
| SOFR RATES |
8/12/22 |
|
|
| SOFR O/N Fix |
|
2.28000 |
0.00000 |
| 1 Month |
|
2.35545 |
-0.01051 |
| 3 Month |
|
2.67245 |
-0.03138 |
| 6 Month |
|
3.06949 |
-0.04525 |
| 12 Month |
|
3.36338 |
-0.04014 |
curves.8.12.22
