|
Date |
Settles |
Change |
| AMERIBOR |
8/17/22 |
|
|
| 1 Month |
|
2.44263 |
-0.00007 |
| 3 Month |
|
2.72362 |
-0.00153 |
| 6 Month |
|
3.18565 |
0.01020 |
| 12 Month |
|
3.52780 |
0.03278 |
|
|
|
|
| LIBOR |
8/18/22 |
|
|
| 1 Month |
|
2.36814 |
0.00257 |
| 3 Month |
|
2.98400 |
0.00743 |
| 6 Month |
|
3.50757 |
-0.00014 |
| 12 Month |
|
3.99571 |
0.00014 |
|
|
|
|
| BSBY INDEX |
8/18/22 |
|
|
| 1 Month |
|
2.33857 |
-0.00416 |
| 3 Month |
|
2.86368 |
0.00777 |
| 6 Month |
|
3.46943 |
0.00896 |
| 12 Month |
|
3.96286 |
0.02508 |
|
|
|
|
| SOFR RATES |
8/18/22 |
|
|
| SOFR O/N Fix |
|
2.29000 |
0.00000 |
| 1 Month |
|
2.38757 |
0.00356 |
| 3 Month |
|
2.73189 |
0.00805 |
| 6 Month |
|
3.10957 |
0.01278 |
| 12 Month |
|
3.41730 |
0.03260 |
curves.8.18.22
