|
Date |
Settles |
Change |
| AMERIBOR |
8/16/22 |
|
|
| 1 Month |
|
2.44270 |
0.00023 |
| 3 Month |
|
2.72515 |
0.00003 |
| 6 Month |
|
3.17545 |
0.00400 |
| 12 Month |
|
3.49502 |
0.01786 |
|
|
|
|
| LIBOR |
8/17/22 |
|
|
| 1 Month |
|
2.36557 |
-0.01143 |
| 3 Month |
|
2.97657 |
0.01600 |
| 6 Month |
|
3.50771 |
0.00171 |
| 12 Month |
|
3.99557 |
0.04486 |
|
|
|
|
| BSBY INDEX |
8/17/22 |
|
|
| 1 Month |
|
2.34273 |
0.00508 |
| 3 Month |
|
2.85591 |
0.00699 |
| 6 Month |
|
3.46047 |
0.00165 |
| 12 Month |
|
3.93778 |
-0.00054 |
|
|
|
|
| SOFR RATES |
8/17/22 |
|
|
| SOFR O/N Fix |
|
2.29000 |
0.00000 |
| 1 Month |
|
2.38401 |
0.01602 |
| 3 Month |
|
2.72384 |
0.02660 |
| 6 Month |
|
3.09679 |
0.02311 |
| 12 Month |
|
3.38470 |
0.02800 |
curves.8.17.22
