Date Settles Change
AMERIBOR 5/2/22
1 Month 0.75374 0.02889
3 Month 1.10346 0.00651
6 Month 1.61314 -0.00360
12 Month 2.25940 -0.05957
LIBOR 5/3/22
1 Month 0.83171 0.02842
3 Month 1.36329 0.02843
6 Month 1.98086 0.07015
12 Month 2.69486 0.06629
BSBY INDEX 5/3/22
1 Month 0.70374 0.02156
3 Month 1.22761 0.05097
6 Month 1.80276 0.04002
12 Month 2.49324 0.05174
SOFR RATES 5/3/22
1 Month 0.79165 0.02335
3 Month 1.12198 -0.00133
6 Month 1.59207 -0.00950
12 Month 2.25940 0.00347
curves.5.3.22