| 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 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/09/curves.9.8.22.pdf”]