|
|
|
|
|
|
|
|
|
2 Jan
|
|
2.87099
|
5.35436
|
5.01831
|
|
|
|
|
3 Jan
|
|
2.91032
|
5.35630
|
5.01307
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9 Jan
|
|
3.00918
|
5.36542
|
4.97754
|
|
|
|
|
10 Jan
|
|
3.00918
|
5.36685
|
4.97163
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16 Jan
|
|
3.07829
|
5.37562
|
4.93571
|
|
|
|
|
17 Jan
|
|
3.12241
|
5.37710
|
4.92974
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23 Jan
|
|
3.22200
|
5.38594
|
4.89387
|
|
|
|
|
24 Jan
|
|
3.22200
|
5.38594
|
4.88819
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
30 Jan
|
|
3.32466
|
5.38640
|
4.85388
|
|
|
|
|
31 Jan
|
|
3.32466
|
5.38646
|
4.84825
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6 Feb
|
|
3.40801
|
5.38708
|
4.81491
|
|
|
|
|
7 Feb
|
|
3.40801
|
5.38714
|
4.80934
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13 Feb
|
|
3.49535
|
5.38748
|
4.77544
|
|
|
|
|
14 Feb
|
|
3.49535
|
5.38754
|
4.76982
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20 Feb
|
|
3.57916
|
5.38758
|
4.73643
|
|
|
|
|
21 Feb
|
|
3.63060
|
5.38758
|
4.73074
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
27 Feb
|
|
3.70759
|
5.38781
|
4.69663
|
|
|
|
|
28 Feb
|
|
3.72037
|
5.38781
|
4.69118
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6 Mar
|
|
3.79711
|
5.38794
|
4.65793
|
|
|
|
|
7 Mar
|
|
3.80996
|
5.38800
|
4.65231
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13 Mar
|
|
3.88707
|
5.38834
|
4.61815
|
|
|
|
|
14 Mar
|
|
3.89998
|
5.38835
|
4.61230
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20 Mar
|
|
3.97774
|
5.38845
|
4.58247
|
|
|
|
|
21 Mar
|
|
3.99078
|
5.38852
|
4.57940
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
27 Mar
|
|
4.04953
|
5.38862
|
4.56168
|
|
|
|
|
28 Mar
|
|
4.05990
|
5.38875
|
4.55895
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3 Apr
|
|
4.12316
|
5.38952
|
4.54043
|
|
|
|
|
4 Apr
|
|
4.13336
|
5.38959
|
4.53793
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10 Apr
|
|
4.19335
|
5.38982
|
4.52226
|
|
|
|
|
11 Apr
|
|
4.20338
|
5.38983
|
4.51977
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17 Apr
|
|
4.26322
|
5.38999
|
4.50250
|
|
|
|
|
18 Apr
|
|
4.27321
|
5.38999
|
4.50250
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24 Apr
|
|
4.33380
|
5.39028
|
4.48182
|
|
|
|
|
25 Apr
|
|
4.34385
|
5.39029
|
4.47876
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 May
|
|
4.40373
|
5.39028
|
4.46217
|
|
|
|
|
2 May
|
|
4.41372
|
5.39029
|
4.45951
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8 May
|
|
4.45403
|
5.38993
|
4.44418
|
|
|
|
|
9 May
|
|
4.46130
|
5.38989
|
4.44242
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15 May
|
|
4.50452
|
5.38954
|
4.43203
|
|
|
|
|
16 May
|
|
4.51162
|
5.38949
|
4.43056
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22 May
|
|
4.55422
|
5.38937
|
4.42096
|
|
|
|
|
23 May
|
|
4.56138
|
5.38932
|
4.41921
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
29 May
|
|
4.58281
|
5.38924
|
4.40909
|
|
|
|
|
30 May
|
|
4.61126
|
5.38891
|
4.40762
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5 Jun
|
|
4.65427
|
5.38839
|
4.39825
|
|
|
|
|
6 Jun
|
|
4.66144
|
5.38845
|
4.39649
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12 Jun
|
|
4.70407
|
5.38884
|
4.38519
|
|
|
|
|
13 Jun
|
|
4.71118
|
5.38879
|
4.38338
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19 Jun
|
|
4.72369
|
5.38873
|
4.37616
|
|
|
|
|
20 Jun
|
|
4.74061
|
5.38891
|
4.37594
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26 Jun
|
|
4.76621
|
5.38771
|
4.37265
|
|
|
|
|
27 Jun
|
|
4.77048
|
5.38750
|
4.37231
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3 Jul
|
|
4.79682
|
5.38653
|
4.37197
|
|
|
|
|
4 Jul
|
|
4.79682
|
5.38653
|
4.37197
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10 Jul
|
|
4.82673
|
5.38715
|
4.37389
|
|
|
|
|
11 Jul
|
|
4.83105
|
5.38733
|
4.37395
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17 Jul
|
|
4.85672
|
5.38830
|
4.37532
|
|
|
|
|
18 Jul
|
|
4.86104
|
5.38854
|
4.37561
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24 Jul
|
|
4.88670
|
5.38944
|
4.37492
|
|
|
|
|
25 Jul
|
|
4.89091
|
5.38957
|
4.37470
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
31 Jul
|
|
4.92232
|
5.39047
|
4.37470
|
|
|
|
|
1 Aug
|
|
4.92801
|
5.39082
|
4.37476
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7 Aug
|
|
4.95362
|
5.39178
|
4.37436
|
|
|
|
|
8 Aug
|
|
4.95789
|
5.39191
|
4.37436
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14 Aug
|
|
4.98351
|
5.39298
|
4.37470
|
|
|
|
|
15 Aug
|
|
4.98778
|
5.39317
|
4.37476
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21 Aug
|
|
5.01341
|
5.39402
|
4.37482
|
|
|
|
|
22 Aug
|
|
5.01768
|
5.39403
|
4.37471
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28 Aug
|
|
5.04330
|
5.39471
|
4.37527
|
|
|
|
|
29 Aug
|
|
5.04757
|
5.39494
|
4.37499
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4 Sep
|
|
5.06045
|
5.39543
|
4.37532
|
|
|
|
|
5 Sep
|
|
5.07774
|
5.39567
|
4.37572
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11 Sep
|
|
5.10348
|
5.39669
|
4.37884
|
|
|
|
|
12 Sep
|
|
5.10758
|
5.39675
|
4.37947
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18 Sep
|
|
5.13327
|
5.39800
|
4.38361
|
|
|
|
|
19 Sep
|
|
5.13760
|
5.39812
|
4.38270
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25 Sep
|
|
5.15447
|
5.38136
|
4.37600
|
|
|
|
|
26 Sep
|
|
5.15720
|
5.37852
|
4.37510
|
|
|
|
|
27 Sep
|
1.34113
|
5.15999
|
5.37561
|
|
|
|
|
|
|
|
|
29 Sep
|
1.39126
|
5.16508
|
|
4.37134
|
|
|
|
|
30 Sep
|
1.41213
|
|
5.36699
|
4.36998
|
|
|
|
|
|
|
|
2 Oct
|
|
5.17298
|
5.36339
|
4.36828
|
|
|
|
|
3 Oct
|
1.44396
|
5.17589
|
5.36112
|
4.36743
|
|
|
|
|
4 Oct
|
1.47130
|
5.17886
|
5.35844
|
|
|
|
|
|
|
|
|
6 Oct
|
1.50147
|
5.18469
|
|
4.36436
|
|
|
|
|
7 Oct
|
1.51661
|
|
5.35016
|
4.36283
|
|
|
|
|
|
|
|
9 Oct
|
|
5.18469
|
5.34475
|
4.36034
|
|
|
|
|
10 Oct
|
1.51661
|
5.19617
|
5.34202
|
4.35921
|
|
|
|
|
11 Oct
|
1.57718
|
5.19908
|
5.33923
|
|
|
|
|
|
|
|
|
|
|
|
14 Oct
|
1.62263
|
|
5.33923
|
4.35505
|
|
|
|
|
|
|
|
16 Oct
|
|
5.21361
|
5.32523
|
4.35415
|
|
|
|
|
17 Oct
|
1.62263
|
5.21652
|
5.32268
|
4.35404
|
|
|
|
|
18 Oct
|
1.68329
|
5.21942
|
5.32006
|
|
|
|
|
|
|
|
|
20 Oct
|
1.71366
|
5.22513
|
|
4.35176
|
|
|
|
|
21 Oct
|
1.72887
|
|
5.31201
|
4.35108
|
|
|
|
|
|
|
|
23 Oct
|
|
5.23367
|
5.30647
|
4.35007
|
|
|
|
|
24 Oct
|
1.75816
|
5.23652
|
5.30369
|
4.34956
|
|
|
|
|
25 Oct
|
1.78951
|
5.23931
|
5.30090
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
31 Oct
|
1.86367
|
5.25636
|
5.28391
|
|
|
|
|
|
1 Nov
|
1.86367
|
5.25801
|
5.28157
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7 Nov
|
1.98277
|
5.26696
|
5.26544
|
|
|
|
|
|
8 Nov
|
1.98277
|
5.26850
|
5.26265
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14 Nov
|
2.09740
|
5.27768
|
5.23829
|
|
|
|
|
|
15 Nov
|
2.09740
|
5.27921
|
5.23414
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21 Nov
|
2.21243
|
5.28839
|
5.20872
|
|
|
|
|
|
22 Nov
|
2.21243
|
5.28982
|
5.20445
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28 Nov
|
2.32791
|
5.29849
|
5.18308
|
|
|
|
|
|
29 Nov
|
2.32791
|
5.29986
|
5.17431
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5 Dec
|
2.44378
|
5.31018
|
5.14941
|
|
|
|
|
|
6 Dec
|
2.47862
|
5.31178
|
5.14520
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12 Dec
|
2.55989
|
5.32101
|
5.12121
|
|
|
|
|
|
13 Dec
|
2.59645
|
5.32244
|
5.11728
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19 Dec
|
2.68511
|
5.33157
|
5.09285
|
|
|
|
|
|
20 Dec
|
2.68511
|
5.33306
|
5.08710
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26 Dec
|
2.76154
|
5.34211
|
5.05321
|
|
|
|
|
|
27 Dec
|
2.82459
|
5.34376
|
5.04866
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
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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