|
|
|
|
|
|
|
|
|
2 Jan
|
|
3.61216
|
5.35808
|
4.68269
|
|
|
|
|
3 Jan
|
|
3.66348
|
5.35898
|
4.67787
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9 Jan
|
|
3.73286
|
5.35991
|
4.64167
|
|
|
|
|
10 Jan
|
|
3.73286
|
5.35991
|
4.63596
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16 Jan
|
|
3.80228
|
5.35988
|
4.59944
|
|
|
|
|
17 Jan
|
|
3.85757
|
5.36011
|
4.59327
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23 Jan
|
|
3.92224
|
5.36089
|
4.55684
|
|
|
|
|
24 Jan
|
|
3.95525
|
5.36101
|
4.55146
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
30 Jan
|
|
4.01842
|
5.36101
|
4.51830
|
|
|
|
|
31 Jan
|
|
4.05252
|
5.36089
|
4.51270
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6 Feb
|
|
4.11549
|
5.36067
|
4.48079
|
|
|
|
|
7 Feb
|
|
4.12972
|
5.36056
|
4.47811
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13 Feb
|
|
4.15509
|
5.35988
|
4.46115
|
|
|
|
|
14 Feb
|
|
4.18893
|
5.35977
|
4.45846
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20 Feb
|
|
4.22195
|
5.35873
|
4.44305
|
|
|
|
|
21 Feb
|
|
4.25560
|
5.35863
|
4.44036
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
27 Feb
|
|
4.30636
|
5.35784
|
4.42441
|
|
|
|
|
28 Feb
|
|
4.31466
|
5.35784
|
4.42184
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6 Mar
|
|
4.36430
|
5.35401
|
4.40531
|
|
|
|
|
7 Mar
|
|
4.37272
|
5.35390
|
4.40252
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13 Mar
|
|
4.42326
|
5.35345
|
4.38308
|
|
|
|
|
14 Mar
|
|
4.43168
|
5.35345
|
4.37972
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20 Mar
|
|
4.45381
|
5.35300
|
4.36264
|
|
|
|
|
21 Mar
|
|
4.45662
|
5.35300
|
4.36254
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
27 Mar
|
|
4.48472
|
5.35134
|
4.35860
|
|
|
|
|
28 Mar
|
|
4.49045
|
5.35055
|
4.35749
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3 Apr
|
|
4.52753
|
5.34762
|
4.35210
|
|
|
|
|
4 Apr
|
|
4.53349
|
5.34762
|
4.35301
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10 Apr
|
|
4.56751
|
5.34807
|
4.35805
|
|
|
|
|
11 Apr
|
|
4.57313
|
5.34807
|
4.35885
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17 Apr
|
|
4.60685
|
5.34798
|
4.36164
|
|
|
|
|
18 Apr
|
|
4.61236
|
5.34798
|
4.36164
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24 Apr
|
|
4.64596
|
5.34787
|
4.36254
|
|
|
|
|
25 Apr
|
|
4.65158
|
5.34776
|
4.36199
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 May
|
|
4.68563
|
5.34810
|
4.36243
|
|
|
|
|
2 May
|
|
4.69125
|
5.34810
|
4.36255
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8 May
|
|
4.72260
|
5.34776
|
4.36142
|
|
|
|
|
9 May
|
|
4.72834
|
5.34776
|
4.36075
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15 May
|
|
4.76228
|
5.34787
|
4.35704
|
|
|
|
|
16 May
|
|
4.76801
|
5.34787
|
4.35683
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22 May
|
|
4.80176
|
5.34857
|
4.35324
|
|
|
|
|
23 May
|
|
4.80738
|
5.34869
|
4.35235
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
29 May
|
|
4.82437
|
5.34922
|
4.34828
|
|
|
|
|
30 May
|
|
4.84726
|
5.34934
|
4.34762
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5 Jun
|
|
4.88246
|
5.35125
|
4.34615
|
|
|
|
|
6 Jun
|
|
4.88819
|
5.35147
|
4.34560
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12 Jun
|
|
4.92192
|
5.35260
|
4.34311
|
|
|
|
|
13 Jun
|
|
4.92755
|
5.35260
|
4.34290
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19 Jun
|
|
4.94398
|
5.35282
|
4.34233
|
|
|
|
|
20 Jun
|
|
4.96643
|
5.35327
|
4.34200
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26 Jun
|
|
4.98600
|
5.35327
|
4.34053
|
|
|
|
|
27 Jun
|
|
4.98836
|
5.35329
|
4.34121
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3 Jul
|
|
5.00343
|
5.35386
|
4.34367
|
|
|
|
|
4 Jul
|
|
5.00343
|
5.35386
|
4.34367
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10 Jul
|
|
5.02291
|
5.35464
|
4.34163
|
|
|
|
|
11 Jul
|
|
5.02583
|
5.35497
|
4.34142
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17 Jul
|
|
5.04293
|
5.35700
|
4.34131
|
|
|
|
|
18 Jul
|
|
5.04585
|
5.35756
|
4.34155
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24 Jul
|
|
5.06295
|
5.35948
|
4.34052
|
|
|
|
|
25 Jul
|
|
5.06576
|
5.35981
|
4.34020
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
31 Jul
|
|
5.09366
|
5.36116
|
4.33951
|
|
|
|
|
1 Aug
|
|
5.09929
|
5.36195
|
4.33986
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7 Aug
|
|
5.11841
|
5.36409
|
4.34064
|
|
|
|
|
8 Aug
|
|
5.12111
|
5.36432
|
4.34143
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14 Aug
|
|
5.13776
|
5.36634
|
4.34524
|
|
|
|
|
15 Aug
|
|
5.14057
|
5.36657
|
4.34570
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21 Aug
|
|
5.15745
|
5.36758
|
4.34996
|
|
|
|
|
22 Aug
|
|
5.16026
|
5.36758
|
4.35065
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28 Aug
|
|
5.17660
|
5.36828
|
4.35559
|
|
|
|
|
29 Aug
|
|
5.17930
|
5.36851
|
4.35549
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4 Sep
|
|
5.18697
|
5.36758
|
4.35771
|
|
|
|
|
5 Sep
|
|
5.19807
|
5.36781
|
4.35906
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11 Sep
|
|
5.21517
|
5.36893
|
4.36736
|
|
|
|
|
12 Sep
|
|
5.21799
|
5.36904
|
4.36883
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18 Sep
|
|
5.23511
|
5.37085
|
4.37770
|
|
|
|
|
19 Sep
|
|
5.23804
|
5.37097
|
4.37603
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25 Sep
|
|
5.25503
|
5.33798
|
4.36344
|
|
|
|
|
26 Sep
|
|
5.25796
|
5.33236
|
4.36109
|
|
|
|
|
27 Sep
|
2.07055
|
5.26077
|
5.32675
|
|
|
|
|
|
|
|
|
29 Sep
|
2.10268
|
5.26619
|
|
4.35266
|
|
|
|
|
30 Sep
|
2.11852
|
|
5.30940
|
4.34918
|
|
|
|
|
|
|
|
2 Oct
|
|
5.27395
|
5.30186
|
4.34571
|
|
|
|
|
3 Oct
|
2.15302
|
5.27688
|
5.29725
|
4.34404
|
|
|
|
|
4 Oct
|
2.15302
|
5.27991
|
5.29197
|
|
|
|
|
|
|
|
|
6 Oct
|
2.21579
|
5.28578
|
|
4.33853
|
|
|
|
|
7 Oct
|
2.23229
|
|
5.27541
|
4.33639
|
|
|
|
|
|
|
|
9 Oct
|
|
5.28578
|
5.26405
|
4.33224
|
|
|
|
|
10 Oct
|
2.23229
|
5.29700
|
5.25831
|
4.33023
|
|
|
|
|
11 Oct
|
2.29863
|
5.29992
|
5.25247
|
|
|
|
|
|
|
|
|
|
|
|
14 Oct
|
2.34816
|
|
5.25247
|
4.32212
|
|
|
|
|
|
|
|
16 Oct
|
|
5.31433
|
5.22295
|
4.31987
|
|
|
|
|
17 Oct
|
2.37943
|
5.31714
|
5.21755
|
4.31988
|
|
|
|
|
18 Oct
|
2.41399
|
5.32007
|
5.21205
|
|
|
|
|
|
|
|
|
20 Oct
|
2.44679
|
5.32560
|
|
4.31605
|
|
|
|
|
21 Oct
|
2.46320
|
|
5.19527
|
4.31471
|
|
|
|
|
|
|
|
23 Oct
|
|
5.33403
|
5.18368
|
4.31313
|
|
|
|
|
24 Oct
|
2.49140
|
5.33673
|
5.17782
|
4.31180
|
|
|
|
|
25 Oct
|
2.52860
|
5.33943
|
5.17199
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
31 Oct
|
2.59655
|
5.33966
|
5.13653
|
|
|
|
|
|
1 Nov
|
2.61186
|
5.34022
|
5.13149
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7 Nov
|
2.68630
|
5.34168
|
5.09783
|
|
|
|
|
|
8 Nov
|
2.71121
|
5.34191
|
5.09200
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14 Nov
|
2.79866
|
5.34326
|
5.04190
|
|
|
|
|
|
15 Nov
|
2.82611
|
5.34348
|
5.03360
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21 Nov
|
2.91236
|
5.34472
|
4.98308
|
|
|
|
|
|
22 Nov
|
2.94238
|
5.34483
|
4.97455
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28 Nov
|
3.02640
|
5.34595
|
4.93146
|
|
|
|
|
|
29 Nov
|
3.05890
|
5.34618
|
4.91450
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5 Dec
|
3.11798
|
5.34980
|
4.86548
|
|
|
|
|
|
6 Dec
|
3.18532
|
5.35014
|
4.85706
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12 Dec
|
3.28623
|
5.35138
|
4.80859
|
|
|
|
|
|
13 Dec
|
3.30307
|
5.35149
|
4.80062
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19 Dec
|
3.42761
|
5.35205
|
4.75643
|
|
|
|
|
|
20 Dec
|
3.45011
|
5.35217
|
4.75049
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26 Dec
|
3.50997
|
5.35304
|
4.71686
|
|
|
|
|
|
27 Dec
|
3.56804
|
5.35338
|
4.71339
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
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/
|
| |
Links:
1/ Federal Reserve Bank of New York
2/ Chicago Mercantil Exchange (CME)
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