|
Date |
Settles |
Change |
| AMERIBOR |
9/8/22 |
|
|
| 1 Month |
|
2.63124 |
0.01041 |
| 3 Month |
|
3.11541 |
0.03451 |
| 6 Month |
|
3.55198 |
0.03880 |
| 12 Month |
|
3.83893 |
0.04461 |
|
|
|
|
| LIBOR |
9/9/22 |
|
|
| 1 Month |
|
2.77314 |
0.01671 |
| 3 Month |
|
3.24543 |
0.00972 |
| 6 Month |
|
3.81114 |
0.03128 |
| 12 Month |
|
4.18900 |
-0.01400 |
|
|
|
|
| BSBY INDEX |
9/9/22 |
|
|
| 1 Month |
|
2.64366 |
0.06737 |
| 3 Month |
|
3.10864 |
0.04049 |
| 6 Month |
|
3.68574 |
0.02547 |
| 12 Month |
|
4.16622 |
0.01625 |
|
|
|
|
| SOFR RATES |
9/9/22 |
|
|
| SOFR O/N Fix |
|
2.28000 |
0.00000 |
| 1 Month |
|
2.66272 |
0.03655 |
| 3 Month |
|
3.10647 |
0.03660 |
| 6 Month |
|
3.46037 |
0.03205 |
| 12 Month |
|
3.70979 |
0.02609 |
curves.9.9.22
