| 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 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/09/curves.9.6.22.pdf”]