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  0.6769  1.0063  1.3084
Aug 2022  0.9208  1.2426  1.582
Sep 2022  -  -  -