curves.11.1.22
| Contract |
Date |
Settles |
Change |
| SOFR RATES |
11/1/22 |
|
|
| 1 Month |
|
3.68471 |
0.03105 |
| 3 Month |
|
4.07581 |
0.03408 |
| 6 Month |
|
4.48136 |
0.04825 |
| 12 Month |
|
4.76338 |
0.06744 |
|
|
|
|
| LIBOR |
11/1/22 |
|
|
| 1 Month |
|
3.84157 |
0.03671 |
| 3 Month |
|
4.45971 |
-0.00058 |
| 6 Month |
|
4.91857 |
0.00271 |
| 12 Month |
|
5.44543 |
-0.00286 |
|
|
|
|
| BSBY INDEX |
11/1/22 |
|
|
| 1 Month |
|
3.65721 |
0.02358 |
| 3 Month |
|
4.31059 |
0.03086 |
| 6 Month |
|
4.99004 |
0.01874 |
| 12 Month |
|
5.39684 |
0.00940 |
|
|
|
|
| Ameribor |
10/31/22 |
|
|
| 1 Month |
|
3.68009 |
0.02696 |
| 3 Month |
|
4.12811 |
0.02674 |
| 6 Month |
|
4.56009 |
0.03599 |
| 12 Month |
|
4.87688 |
0.06117 |
