(based on Euribor forward rates)

 
 Start          End 3M         Fwd 3M     End 6M      Fwd 3M 
  Jan 23 2024    Apr 23 2024     3.94   Jul 23 2024     3.92 
  Apr 23 2024    Jul 23 2024     3.90   Oct 23 2024     3.78 
  Jul 23 2024    Oct 23 2024     3.67   Jan 23 2025     3.24 
  Oct 23 2024    Jan 23 2025     2.84   Apr 23 2025     2.67 
  Jan 23 2025    Apr 23 2025     2.51   Jul 23 2025     2.45 
  Apr 23 2025    Jul 23 2025     2.39   Oct 23 2025     2.40 
  Jul 23 2025    Oct 23 2025     2.41   Jan 23 2026     2.42 
  Oct 23 2025    Jan 23 2026     2.43   Apr 23 2026     2.43 
  Jan 23 2026    Apr 23 2026     2.44   Jul 23 2026     2.39 
  Apr 23 2026    Jul 23 2026     2.34   Oct 23 2026     2.33 
  Jul 23 2026    Oct 23 2026     2.32   Jan 25 2027     2.32 
  Oct 23 2026    Jan 25 2027     2.32   Apr 23 2027     2.36 
  Jan 25 2027    Apr 26 2027     2.40   Jul 26 2027     2.40 
  Apr 23 2027    Jul 23 2027     2.39   Oct 25 2027     2.41 
  Jul 23 2027    Oct 25 2027     2.43   Jan 24 2028     2.44 
  Oct 25 2027    Jan 25 2028     2.46   Apr 25 2028     2.47 
  Jan 24 2028    Apr 24 2028     2.47   Jul 24 2028     2.48 
  Apr 24 2028    Jul 24 2028     2.49   Oct 24 2028     2.50 
  Jul 24 2028    Oct 24 2028     2.51   Jan 24 2029     2.51 
  Oct 23 2028    Jan 23 2029     2.52   Apr 23 2029     2.56 

(RADIOCOR) 24-01-24 07:48:57 (0074) 5 NNNN

(END) Dow Jones Newswires

January 24, 2024 01:49 ET (06:49 GMT)