| Contract |
Date |
Settles |
Change |
| SOFR RATES |
11/2/22 |
|
|
| 1 Month |
|
3.75868 |
0.07397 |
| 3 Month |
|
4.12456 |
0.04875 |
| 6 Month |
|
4.52801 |
0.04665 |
| 12 Month |
|
4.82775 |
0.06437 |
|
|
|
|
| LIBOR |
11/2/22 |
|
|
| 1 Month |
|
3.83571 |
-0.00586 |
| 3 Month |
|
4.50843 |
0.04872 |
| 6 Month |
|
4.97071 |
0.05214 |
| 12 Month |
|
5.53600 |
0.09057 |
|
|
|
|
| BSBY INDEX |
11/2/22 |
|
|
| 1 Month |
|
3.73175 |
0.07454 |
| 3 Month |
|
4.34278 |
0.03219 |
| 6 Month |
|
4.99803 |
0.00799 |
| 12 Month |
|
5.43648 |
0.03964 |
|
|
|
|
| Ameribor |
11/1/22 |
|
|
| 1 Month |
|
3.70652 |
0.02643 |
| 3 Month |
|
4.14332 |
0.01521 |
| 6 Month |
|
4.57892 |
0.01883 |
| 12 Month |
|
4.92690 |
0.05002 |
curves.11.2.22
