| 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 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/11/curves.11.2.22.pdf”]