|
Date |
Settles |
Change |
| AMERIBOR |
9/27/22 |
|
|
| 1 Month |
|
3.14175 |
-0.10269 |
| 3 Month |
|
3.07663 |
-0.52812 |
| 6 Month |
|
3.36238 |
-0.71842 |
| 12 Month |
|
4.20170 |
-0.28270 |
|
|
|
|
| LIBOR |
9/28/22 |
|
|
| 1 Month |
|
3.11529 |
-0.00528 |
| 3 Month |
|
3.67414 |
0.03228 |
| 6 Month |
|
4.16968 |
-0.03846 |
| 12 Month |
|
4.77600 |
-0.07571 |
|
|
|
|
| BSBY INDEX |
9/28/22 |
|
|
| 1 Month |
|
3.11577 |
0.00742 |
| 3 Month |
|
3.59663 |
0.00639 |
| 6 Month |
|
4.24028 |
0.02004 |
| 12 Month |
|
4.86059 |
0.03333 |
|
|
|
|
| SOFR RATES |
9/28/22 |
|
|
| 1 Month |
|
3.03935 |
-0.00162 |
| 3 Month |
|
3.53089 |
0.01144 |
| 6 Month |
|
3.95542 |
-0.00919 |
| 12 Month |
|
4.30461 |
-0.06139 |
curves.9.28.22
