|
Date |
Settles |
Change |
| AMERIBOR |
9/6/22 |
|
|
| 1 Month |
|
2.60607 |
0.01601 |
| 3 Month |
|
3.06384 |
0.04807 |
| 6 Month |
|
3.50688 |
0.07557 |
| 12 Month |
|
3.82396 |
0.23983 |
|
|
|
|
| LIBOR |
9/7/22 |
|
|
| 1 Month |
|
2.70457 |
0.01971 |
| 3 Month |
|
3.19400 |
0.02614 |
| 6 Month |
|
3.75214 |
0.04185 |
| 12 Month |
|
4.18890 |
0.00930 |
|
|
|
|
| BSBY INDEX |
9/7/22 |
|
|
| 1 Month |
|
2.54318 |
0.02559 |
| 3 Month |
|
3.04831 |
0.02167 |
| 6 Month |
|
3.65274 |
0.01657 |
| 12 Month |
|
4.14997 |
0.01466 |
|
|
|
|
| SOFR RATES |
9/7/22 |
|
|
| SOFR O/N Fix |
|
2.29000 |
0.00000 |
| 1 Month |
|
2.53468 |
0.03874 |
| 3 Month |
|
3.00397 |
0.06111 |
| 6 Month |
|
3.39232 |
0.08652 |
| 12 Month |
|
3.69578 |
0.11125 |
curves.9.7.22
