Primary dealers news scan: Rates of interest. 28 September 2022

London Interbank Overnight Rate: 3.06400%

London Interbank One-Month Rate: 3.12057

London Interbank Three-Month Rate: 3.64186%

London Interbank Six-Month Rate: 4.20814%

London Interbank One-Year Rate: 4.85171%

Source: Intercontinental Exchange, as of 27 September 2022.

Effective Federal Funds Rate: 3.08%

One-month Treasury: 2.71%

Three-month Treasury: 3.35%

Six-month Treasury: 3.91%

One-year Treasury: 4.16%

Source: Board of Governors of the Federal Reserve System, as of 27 September 2022