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