| Date | Settles | Change | |
| AMERIBOR | 9/9/22 | ||
| 1 Month | 2.66645 | 0.01033 | |
| 3 Month | 3.19183 | 0.02175 | |
| 6 Month | 3.63584 | 0.01626 | |
| 12 Month | 3.91682 | 0.01039 | |
| LIBOR | 9/13/22 | ||
| 1 Month | 2.81771 | 0.03431 | |
| 3 Month | 3.29257 | 0.02247 | |
| 6 Month | 3.83636 | 0.02992 | |
| 12 Month | 4.23900 | -0.00660 | |
| BSBY INDEX | 9/13/22 | ||
| 1 Month | 2.67264 | 0.01797 | |
| 3 Month | 3.17417 | 0.04497 | |
| 6 Month | 3.75954 | 0.05030 | |
| 12 Month | 4.21044 | 0.03813 | |
| SOFR RATES | 9/13/22 | ||
| SOFR O/N Fix | 2.28000 | 0.00000 | |
| 1 Month | 2.71852 | 0.03804 | |
| 3 Month | 3.16354 | 0.02480 | |
| 6 Month | 3.53050 | 0.01922 | |
| 12 Month | 3.79187 | 0.01098 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/09/curves.9.13.22.pdf”]