|
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 |
curves.9.13.22
