(based on Euribor forward rates)

 
 Start          End 3M         Fwd 3M     End 6M      Fwd 3M 
  Jan 19 2024    Apr 19 2024     3.95   Jul 19 2024     3.89 
  Apr 19 2024    Jul 19 2024     3.82   Oct 21 2024     3.74 
  Jul 19 2024    Oct 21 2024     3.67   Jan 20 2025     3.25 
  Oct 21 2024    Jan 21 2025     2.85   Apr 22 2025     2.69 
  Jan 20 2025    Apr 22 2025     2.53   Jul 21 2025     2.48 
  Apr 22 2025    Jul 22 2025     2.43   Oct 22 2025     2.44 
  Jul 21 2025    Oct 21 2025     2.45   Jan 21 2026     2.46 
  Oct 20 2025    Jan 20 2026     2.47   Apr 20 2026     2.47 
  Jan 19 2026    Apr 20 2026     2.47   Jul 20 2026     2.42 
  Apr 20 2026    Jul 20 2026     2.37   Oct 20 2026     2.35 
  Jul 20 2026    Oct 20 2026     2.34   Jan 20 2027     2.34 
  Oct 19 2026    Jan 19 2027     2.34   Apr 19 2027     2.37 
  Jan 19 2027    Apr 19 2027     2.41   Jul 19 2027     2.40 
  Apr 19 2027    Jul 19 2027     2.39   Oct 19 2027     2.40 
  Jul 19 2027    Oct 19 2027     2.42   Jan 19 2028     2.43 
  Oct 19 2027    Jan 19 2028     2.44   Apr 19 2028     2.45 
  Jan 19 2028    Apr 19 2028     2.46   Jul 19 2028     2.46 
  Apr 19 2028    Jul 19 2028     2.47   Oct 19 2028     2.48 
  Jul 19 2028    Oct 19 2028     2.49   Jan 19 2029     2.49 
  Oct 19 2028    Jan 19 2029     2.50   Apr 19 2029     2.53 

(RADIOCOR) 22-01-24 07:48:45 (0067) 5 NNNN

(END) Dow Jones Newswires

January 22, 2024 01:49 ET (06:49 GMT)