|
Date |
Settles |
Change |
| AMERIBOR |
9/9/22 |
|
|
| 1 Month |
|
2.65612 |
0.02488 |
| 3 Month |
|
3.17008 |
0.05467 |
| 6 Month |
|
3.61958 |
0.06760 |
| 12 Month |
|
3.90643 |
0.06750 |
|
|
|
|
| LIBOR |
9/12/22 |
|
|
| 1 Month |
|
2.78340 |
0.01026 |
| 3 Month |
|
3.27010 |
0.02467 |
| 6 Month |
|
3.80644 |
-0.00470 |
| 12 Month |
|
4.24560 |
0.05660 |
|
|
|
|
| BSBY INDEX |
9/12/22 |
|
|
| 1 Month |
|
2.65467 |
0.01101 |
| 3 Month |
|
3.12920 |
0.02056 |
| 6 Month |
|
3.70924 |
0.02350 |
| 12 Month |
|
4.17231 |
0.00609 |
|
|
|
|
| SOFR RATES |
9/12/22 |
|
|
| SOFR O/N Fix |
|
2.28000 |
0.00000 |
| 1 Month |
|
2.68048 |
0.01776 |
| 3 Month |
|
3.13874 |
0.03227 |
| 6 Month |
|
3.51128 |
0.05091 |
| 12 Month |
|
3.78089 |
0.07110 |
curves.9.12.22
