PUBLICATIONS
Adjustment Spread (Retail)
Date |
1M SOR to 3M Compounded SORA |
3M SOR to 3M Compounded SORA
|
6M SOR to 3M Compounded SORA |
Sep 2021 |
0.0307 |
0.0634 |
0.085 |
Oct 2021 |
0.031 |
0.0615 |
0.0821 |
Nov 2021 |
0.0469
|
0.0746 |
0.0937 |
Dec 2021 |
0.0724
|
0.1086
|
0.1321
|
Jan 2022 |
0.1108
|
0.1517
|
0.1823
|
Feb 2022 |
0.1134 |
0.1639 |
0.2067 |
Mar 2022 |
0.1214 |
0.1956 |
0.2625 |
Apr 2022 |
0.1624 |
0.3276 |
0.44 |
May 2022 |
0.277 |
0.53 |
0.7018 |
Jun 2022 |
0.4654 |
0.7705 |
0.9895 |
Jul 2022 |
- |
- |
- |
Aug 2022 |
- |
- |
- |
Sep 2022 |
- |
- |
- |