|
|
|
|
|
|
|
|
|
2 Jan
|
|
4.06173
|
5.34734
|
4.51928
|
|
|
|
|
3 Jan
|
|
4.10755
|
5.34768
|
4.51125
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9 Jan
|
|
4.21446
|
5.34667
|
4.44937
|
|
|
|
|
10 Jan
|
|
4.21446
|
5.34634
|
4.43799
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16 Jan
|
|
4.27990
|
5.34526
|
4.37310
|
|
|
|
|
17 Jan
|
|
4.31166
|
5.34526
|
4.36207
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23 Jan
|
|
4.31023
|
5.34464
|
4.35098
|
|
|
|
|
24 Jan
|
|
4.31023
|
5.34433
|
4.34932
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
30 Jan
|
|
4.31060
|
5.33367
|
4.32859
|
|
|
|
|
31 Jan
|
|
4.31060
|
5.33136
|
4.32426
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6 Feb
|
|
4.34334
|
5.32466
|
4.32626
|
|
|
|
|
7 Feb
|
|
4.34334
|
5.32466
|
4.32927
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13 Feb
|
|
4.39838
|
5.32471
|
4.33864
|
|
|
|
|
14 Feb
|
|
4.39838
|
5.32474
|
4.34031
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20 Feb
|
|
4.43435
|
5.32232
|
4.35068
|
|
|
|
|
21 Feb
|
|
4.46740
|
5.32198
|
4.35201
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
27 Feb
|
|
4.51723
|
5.32031
|
4.35235
|
|
|
|
|
28 Feb
|
|
4.52561
|
5.31998
|
4.35268
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6 Mar
|
|
4.55804
|
5.31864
|
4.35168
|
|
|
|
|
7 Mar
|
|
4.55806
|
5.31864
|
4.35235
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13 Mar
|
|
4.55804
|
5.31864
|
4.34867
|
|
|
|
|
14 Mar
|
|
4.55806
|
5.31864
|
4.34733
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20 Mar
|
|
4.55973
|
5.32005
|
4.34237
|
|
|
|
|
21 Mar
|
|
4.55977
|
5.32039
|
4.33969
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
27 Mar
|
|
4.59322
|
5.32173
|
4.33467
|
|
|
|
|
28 Mar
|
|
4.60194
|
5.32240
|
4.33568
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3 Apr
|
|
4.66213
|
5.32834
|
4.33568
|
|
|
|
|
4 Apr
|
|
4.67186
|
5.32868
|
4.33769
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10 Apr
|
|
4.72463
|
5.33002
|
4.34304
|
|
|
|
|
11 Apr
|
|
4.73335
|
5.33002
|
4.34471
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17 Apr
|
|
4.78184
|
5.33035
|
4.35006
|
|
|
|
|
18 Apr
|
|
4.79023
|
5.33035
|
4.35006
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24 Apr
|
|
4.82367
|
5.33002
|
4.35269
|
|
|
|
|
25 Apr
|
|
4.82369
|
5.33002
|
4.35135
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 May
|
|
4.81932
|
5.32742
|
4.35068
|
|
|
|
|
2 May
|
|
4.81734
|
5.32641
|
4.35068
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8 May
|
|
4.84715
|
5.32374
|
4.34700
|
|
|
|
|
9 May
|
|
4.85554
|
5.32374
|
4.34332
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15 May
|
|
4.90571
|
5.32374
|
4.32994
|
|
|
|
|
16 May
|
|
4.91443
|
5.32340
|
4.32827
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22 May
|
|
4.96460
|
5.32374
|
4.32197
|
|
|
|
|
23 May
|
|
4.97299
|
5.32374
|
4.32063
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
29 May
|
|
4.99843
|
5.32433
|
4.31255
|
|
|
|
|
30 May
|
|
5.03215
|
5.32466
|
4.31155
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5 Jun
|
|
5.06794
|
5.32901
|
4.30452
|
|
|
|
|
6 Jun
|
|
5.06796
|
5.32968
|
4.30352
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12 Jun
|
|
5.06660
|
5.33303
|
4.30385
|
|
|
|
|
13 Jun
|
|
5.06662
|
5.33303
|
4.30319
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19 Jun
|
|
5.06662
|
5.33370
|
4.30218
|
|
|
|
|
20 Jun
|
|
5.06655
|
5.33501
|
4.30217
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26 Jun
|
|
5.06588
|
5.33509
|
4.31091
|
|
|
|
|
27 Jun
|
|
5.06560
|
5.33576
|
4.31392
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3 Jul
|
|
5.06660
|
5.33844
|
4.32730
|
|
|
|
|
4 Jul
|
|
5.06660
|
5.33844
|
4.32730
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10 Jul
|
|
5.06724
|
5.33674
|
4.33862
|
|
|
|
|
11 Jul
|
|
5.06760
|
5.33741
|
4.33962
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17 Jul
|
|
5.06794
|
5.34343
|
4.34798
|
|
|
|
|
18 Jul
|
|
5.06832
|
5.34410
|
4.34899
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24 Jul
|
|
5.06899
|
5.34814
|
4.34967
|
|
|
|
|
25 Jul
|
|
5.06901
|
5.34915
|
4.34967
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
31 Jul
|
|
5.10145
|
5.35116
|
4.34098
|
|
|
|
|
1 Aug
|
|
5.10884
|
5.35049
|
4.33931
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7 Aug
|
|
5.15636
|
5.35319
|
4.33601
|
|
|
|
|
8 Aug
|
|
5.16441
|
5.35353
|
4.33635
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14 Aug
|
|
5.21325
|
5.35353
|
4.34270
|
|
|
|
|
15 Aug
|
|
5.22165
|
5.35319
|
4.34170
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21 Aug
|
|
5.27082
|
5.34951
|
4.34839
|
|
|
|
|
22 Aug
|
|
5.27921
|
5.34884
|
4.34973
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28 Aug
|
|
5.31166
|
5.34583
|
4.35541
|
|
|
|
|
29 Aug
|
|
5.31169
|
5.34650
|
4.35474
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4 Sep
|
|
5.31135
|
5.34106
|
4.35737
|
|
|
|
|
5 Sep
|
|
5.31261
|
5.34207
|
4.35971
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11 Sep
|
|
5.31325
|
5.34274
|
4.37208
|
|
|
|
|
12 Sep
|
|
5.31328
|
5.34207
|
4.37376
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18 Sep
|
|
5.31426
|
5.34541
|
4.38881
|
|
|
|
|
19 Sep
|
|
5.31462
|
5.34575
|
4.38245
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25 Sep
|
|
5.31493
|
5.24701
|
4.33997
|
|
|
|
|
26 Sep
|
|
5.31529
|
5.23027
|
4.33328
|
|
|
|
|
27 Sep
|
2.37322
|
5.31562
|
5.21287
|
|
|
|
|
|
|
|
|
29 Sep
|
2.44143
|
5.31663
|
|
4.31456
|
|
|
|
|
30 Sep
|
2.46903
|
|
5.16334
|
4.30757
|
|
|
|
|
|
|
|
2 Oct
|
|
5.31696
|
5.14233
|
4.29956
|
|
|
|
|
3 Oct
|
2.53030
|
5.31735
|
5.12894
|
4.29320
|
|
|
|
|
4 Oct
|
2.53030
|
5.31805
|
5.11254
|
|
|
|
|
|
|
|
|
6 Oct
|
2.61200
|
5.31872
|
|
4.27044
|
|
|
|
|
7 Oct
|
2.63738
|
|
5.06065
|
4.26143
|
|
|
|
|
|
|
|
9 Oct
|
|
5.31872
|
5.02688
|
4.24270
|
|
|
|
|
10 Oct
|
2.63738
|
5.31964
|
5.00981
|
4.23367
|
|
|
|
|
11 Oct
|
2.71179
|
5.31998
|
4.99274
|
|
|
|
|
|
|
|
|
|
|
|
14 Oct
|
2.81674
|
|
4.99274
|
4.19884
|
|
|
|
|
|
|
|
16 Oct
|
|
5.32129
|
4.90768
|
4.18379
|
|
|
|
|
17 Oct
|
2.87362
|
5.32131
|
4.89028
|
4.18078
|
|
|
|
|
18 Oct
|
2.87362
|
5.32131
|
4.87255
|
|
|
|
|
|
|
|
|
20 Oct
|
2.97109
|
5.32064
|
|
4.17675
|
|
|
|
|
21 Oct
|
2.99682
|
|
4.85713
|
4.17744
|
|
|
|
|
|
|
|
23 Oct
|
|
5.32062
|
4.85682
|
4.18279
|
|
|
|
|
24 Oct
|
3.02366
|
5.32064
|
4.85682
|
4.18680
|
|
|
|
|
25 Oct
|
3.02366
|
5.32064
|
4.85648
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
31 Oct
|
3.03562
|
5.31998
|
4.84946
|
|
|
|
|
|
1 Nov
|
3.03562
|
5.32131
|
4.84444
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7 Nov
|
3.14168
|
5.32204
|
4.84243
|
|
|
|
|
|
8 Nov
|
3.14168
|
5.32240
|
4.84176
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14 Nov
|
3.30758
|
5.32441
|
4.79827
|
|
|
|
|
|
15 Nov
|
3.30758
|
5.32474
|
4.78890
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21 Nov
|
3.47967
|
5.32775
|
4.73403
|
|
|
|
|
|
22 Nov
|
3.47967
|
5.32809
|
4.72533
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28 Nov
|
3.65500
|
5.33040
|
4.68251
|
|
|
|
|
|
29 Nov
|
3.65500
|
5.33074
|
4.66576
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5 Dec
|
3.80319
|
5.33844
|
4.61658
|
|
|
|
|
|
6 Dec
|
3.80319
|
5.33877
|
4.60889
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12 Dec
|
3.80567
|
5.33877
|
4.59757
|
|
|
|
|
|
13 Dec
|
3.80567
|
5.33844
|
4.59824
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19 Dec
|
3.87538
|
5.33777
|
4.60460
|
|
|
|
|
|
20 Dec
|
3.87538
|
5.33743
|
4.59556
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26 Dec
|
3.94440
|
5.33805
|
4.54838
|
|
|
|
|
|
27 Dec
|
3.99942
|
5.33905
|
4.54671
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Source: Bloomberg
Notes:
n1/ Until February 15, 2023, the SOFR rates for 1, 3, 6 and 12 months correspond to Bloomberg Calculated SOFR Compounded for ISDA Fallback Rates (Tickers XSOFR1M Index, XSOFR3M Index, XSOFR6M Index XSOFR12M Index, respectively). As of February 16, 2023, the SOFR rates of 1, 3, 6 are calculated by the Federal Reserve Bank of New York and published in Bloomberg (Tickers SOFR30A Index, SOFR90A Index and SOFR180A Index) and correspond to historical moving averages. 1/
n2/ On the other hand, the Chicago Mercantile Exchange (CME) calculates and publishes forward-looking SOFR rates based on financial derivatives (futures) traded on this stock exchange. 2/
|
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Links:
1/ Federal Reserve Bank of New York
2/ Chicago Mercantil Exchange (CME)
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