| 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 |
| [pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/09/curves.9.2.22.pdf”] |