| 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 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/09/curves.9.12.22.pdf”]