(based on Euribor forward rates)

 
 Start          End 3M         Fwd 3M     End 6M      Fwd 3M 
  Jan 22 2024    Apr 22 2024     3.94   Jul 22 2024     3.90 
  Apr 22 2024    Jul 22 2024     3.86   Oct 22 2024     3.76 
  Jul 22 2024    Oct 22 2024     3.66   Jan 22 2025     3.21 
  Oct 22 2024    Jan 22 2025     2.81   Apr 22 2025     2.64 
  Jan 22 2025    Apr 22 2025     2.47   Jul 22 2025     2.42 
  Apr 22 2025    Jul 22 2025     2.36   Oct 22 2025     2.37 
  Jul 22 2025    Oct 22 2025     2.38   Jan 22 2026     2.39 
  Oct 22 2025    Jan 22 2026     2.40   Apr 22 2026     2.40 
  Jan 22 2026    Apr 22 2026     2.40   Jul 22 2026     2.35 
  Apr 22 2026    Jul 22 2026     2.30   Oct 22 2026     2.29 
  Jul 22 2026    Oct 22 2026     2.27   Jan 22 2027     2.27 
  Oct 22 2026    Jan 22 2027     2.27   Apr 22 2027     2.31 
  Jan 22 2027    Apr 22 2027     2.35   Jul 22 2027     2.34 
  Apr 22 2027    Jul 22 2027     2.34   Oct 22 2027     2.35 
  Jul 22 2027    Oct 22 2027     2.37   Jan 24 2028     2.38 
  Oct 22 2027    Jan 24 2028     2.40   Apr 24 2028     2.41 
  Jan 24 2028    Apr 24 2028     2.41   Jul 24 2028     2.42 
  Apr 24 2028    Jul 24 2028     2.43   Oct 24 2028     2.43 
  Jul 24 2028    Oct 24 2028     2.44   Jan 24 2029     2.45 
  Oct 23 2028    Jan 23 2029     2.46   Apr 23 2029     2.49 

(RADIOCOR) 23-01-24 07:48:18 (0085) 5 NNNN

(END) Dow Jones Newswires

January 23, 2024 01:51 ET (06:51 GMT)