|
Date |
Settles |
Change |
| AMERIBOR |
9/5/22 |
|
|
| 1 Month |
|
2.59006 |
0.02225 |
| 3 Month |
|
3.01577 |
0.02302 |
| 6 Month |
|
3.43131 |
-0.01812 |
| 12 Month |
|
3.58413 |
-0.21762 |
|
|
|
|
| LIBOR |
9/6/22 |
|
|
| 1 Month |
|
2.68486 |
0.02915 |
| 3 Month |
|
3.16786 |
0.00972 |
| 6 Month |
|
3.71029 |
-0.02628 |
| 12 Month |
|
4.17960 |
-0.04097 |
|
|
|
|
| BSBY INDEX |
9/6/22 |
|
|
| 1 Month |
|
2.51759 |
0.01341 |
| 3 Month |
|
3.02664 |
0.00782 |
| 6 Month |
|
3.63617 |
0.03365 |
| 12 Month |
|
4.13531 |
0.05687 |
|
|
|
|
| SOFR RATES |
9/6/22 |
|
|
| SOFR O/N Fix |
|
2.29000 |
0.00000 |
| 1 Month |
|
2.49594 |
-0.00980 |
| 3 Month |
|
2.94286 |
-0.03386 |
| 6 Month |
|
3.30580 |
-0.05638 |
| 12 Month |
|
3.58453 |
-0.10723 |
curves.9.6.22
