| Date | Settles | Change | |
| AMERIBOR | 9/8/22 | ||
| 1 Month | 2.63124 | 0.01041 | |
| 3 Month | 3.11541 | 0.03451 | |
| 6 Month | 3.55198 | 0.03880 | |
| 12 Month | 3.83893 | 0.04461 | |
| LIBOR | 9/9/22 | ||
| 1 Month | 2.77314 | 0.01671 | |
| 3 Month | 3.24543 | 0.00972 | |
| 6 Month | 3.81114 | 0.03128 | |
| 12 Month | 4.18900 | -0.01400 | |
| BSBY INDEX | 9/9/22 | ||
| 1 Month | 2.64366 | 0.06737 | |
| 3 Month | 3.10864 | 0.04049 | |
| 6 Month | 3.68574 | 0.02547 | |
| 12 Month | 4.16622 | 0.01625 | |
| SOFR RATES | 9/9/22 | ||
| SOFR O/N Fix | 2.28000 | 0.00000 | |
| 1 Month | 2.66272 | 0.03655 | |
| 3 Month | 3.10647 | 0.03660 | |
| 6 Month | 3.46037 | 0.03205 | |
| 12 Month | 3.70979 | 0.02609 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/09/curves.9.9.22.pdf”]