| 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 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/09/curves.9.7.22.pdf”]