by | Jan 6, 2022 | Select STIR Rates | 0 comments

Date Settles Change
AMERIBOR 1/5/22
1 Month 0.10094 0.00309
3 Month 0.13754 0.00710
6 Month 0.24869 0.01854
12 Month 0.46599 0.03831
LIBOR 1/6/22
1 Month 0.10371 0.00171
3 Month 0.21600 -0.00957
6 Month 0.34286 0.00286
12 Month 0.60300 0.00671
BSBY INDEX 1/6/22
1 Month 0.07959 0.00109
3 Month 0.17244 0.00083
6 Month 0.30243 0.00173
12 Month 0.49715 -0.00156
SOFR RATES 1/6/22
1 Month 0.04980 0.00000
3 Month 0.05310 0.00678
6 Month 0.07812 0.02275
12 Month 0.43906 0.04929
curves1.6.22