|
Date |
Settles |
Change |
| AMERIBOR |
9/7/22 |
|
|
| 1 Month |
|
2.62083 |
0.01476 |
| 3 Month |
|
3.08090 |
0.01706 |
| 6 Month |
|
3.51318 |
0.00630 |
| 12 Month |
|
3.79432 |
-0.02964 |
|
|
|
|
| LIBOR |
9/8/22 |
|
|
| 1 Month |
|
2.75643 |
0.05186 |
| 3 Month |
|
3.23571 |
0.04171 |
| 6 Month |
|
3.77986 |
0.02772 |
| 12 Month |
|
4.20300 |
0.04271 |
|
|
|
|
| BSBY INDEX |
9/8/22 |
|
|
| 1 Month |
|
2.57629 |
0.03311 |
| 3 Month |
|
3.06815 |
0.01984 |
| 6 Month |
|
3.66027 |
0.00753 |
| 12 Month |
|
4.14997 |
0.00000 |
|
|
|
|
| SOFR RATES |
9/8/22 |
|
|
| SOFR O/N Fix |
|
2.28000 |
-0.01000 |
| 1 Month |
|
2.62617 |
0.09149 |
| 3 Month |
|
3.06987 |
0.06590 |
| 6 Month |
|
3.42832 |
0.03600 |
| 12 Month |
|
3.68370 |
-0.01208 |
curves.9.8.22
