| Contracts |
Date |
Settle |
ystd |
Change |
| AMERIBOR |
9/1/22 |
|
|
|
| 1 Month |
|
2.56781 |
2.48613 |
0.08168 |
| 3 Month |
|
2.99275 |
2.97006 |
0.02269 |
| 6 Month |
|
3.44943 |
3.35498 |
0.09445 |
| 12 Month |
|
3.80175 |
3.65600 |
0.14575 |
|
|
|
|
|
| LIBOR |
9/2/22 |
|
|
|
| 1 Month |
|
2.65571 |
2.63329 |
0.02242 |
| 3 Month |
|
3.15814 |
3.14414 |
0.01400 |
| 6 Month |
|
3.73657 |
3.70171 |
0.03486 |
| 12 Month |
|
4.22057 |
4.20943 |
0.01114 |
|
|
|
|
|
| BSBY INDEX |
9/2/22 |
|
|
|
| 1 Month |
|
2.50418 |
2.45090 |
0.05328 |
| 3 Month |
|
3.01882 |
2.99360 |
0.02522 |
| 6 Month |
|
3.60252 |
3.57843 |
0.02409 |
| 12 Month |
|
4.07844 |
4.05595 |
0.02249 |
|
|
|
|
|
| SOFR RATES |
9/2/22 |
|
|
|
| SOFR O/N Fix |
|
2.29000 |
2.29000 |
0.00000 |
| 1 Month |
|
2.50574 |
2.56767 |
-0.06193 |
| 3 Month |
|
2.97672 |
2.98097 |
-0.00425 |
| 6 Month |
|
3.36218 |
3.43723 |
-0.07505 |
| 12 Month |
|
3.69176 |
3.77769 |
|
