Date Settles Change
AMERIBOR 1/25/22
1 Month 0.10094 0.00134
3 Month 0.20894 0.01231
6 Month 0.37552 0.02249
12 Month 0.64672 0.03561
LIBOR 1/26/22
1 Month 0.10914 0.00124
3 Month 0.27757 0.00997
6 Month 0.46400 0.01370
12 Month 0.80871 0.01885
BSBY INDEX 1/26/22
1 Month 0.08617 -0.00048
3 Month 0.23407 0.00983
6 Month 0.42199 0.00574
12 Month 0.72383 0.00521
SOFR RATES 1/26/22
1 Month 0.06208 0.00464
3 Month 0.17178 0.00898
6 Month 0.34183 0.01735
12 Month 0.60982 0.02635
curves1.26.22