|
Date |
Settles |
Change |
| AMERIBOR |
8/14/22 |
|
|
| 1 Month |
|
2.44253 |
-0.00525 |
| 3 Month |
|
2.72667 |
0.00513 |
| 6 Month |
|
3.17969 |
0.00569 |
| 12 Month |
|
3.50644 |
0.00836 |
|
|
|
|
| LIBOR |
8/15/22 |
|
|
| 1 Month |
|
2.37971 |
-0.00715 |
| 3 Month |
|
2.94186 |
0.02029 |
| 6 Month |
|
3.53300 |
0.02371 |
| 12 Month |
|
3.99457 |
0.03557 |
|
|
|
|
| BSBY INDEX |
8/15/22 |
|
|
| 1 Month |
|
2.33808 |
-0.00317 |
| 3 Month |
|
2.87414 |
-0.01733 |
| 6 Month |
|
3.44047 |
-0.02645 |
| 12 Month |
|
3.89078 |
-0.03561 |
|
|
|
|
| SOFR RATES |
8/15/22 |
|
|
| SOFR O/N Fix |
|
2.28000 |
0.00000 |
| 1 Month |
|
2.36162 |
0.00617 |
| 3 Month |
|
2.68491 |
0.01246 |
| 6 Month |
|
3.07613 |
0.00664 |
| 12 Month |
|
3.38352 |
0.02014 |
curves.8.15.22
