|
Date |
Settles |
|
Change |
| AMERIBOR |
2/11/22 |
|
|
|
| 1 Month |
|
0.11142 |
|
-0.00184 |
| 3 Month |
|
0.31263 |
|
-0.05575 |
| 6 Month |
|
0.63703 |
|
-0.05159 |
| 12 Month |
|
1.06519 |
|
-0.08868 |
|
|
|
|
|
| LIBOR |
2/14/22 |
|
|
|
| 1 Month |
|
0.12517 |
|
-0.06597 |
| 3 Month |
|
0.45857 |
|
-0.04786 |
| 6 Month |
|
0.79386 |
|
-0.04657 |
| 12 Month |
|
1.32214 |
|
-0.07015 |
|
|
|
|
|
| BSBY INDEX |
2/14/22 |
|
|
|
| 1 Month |
|
0.10526 |
|
0.00345 |
| 3 Month |
|
0.38849 |
|
0.02238 |
| 6 Month |
|
0.67175 |
|
0.04495 |
| 12 Month |
|
1.06550 |
|
0.04376 |
|
|
|
|
|
| SOFR RATES |
2/14/22 |
|
|
|
| 1 Month |
|
0.14803 |
|
-0.00632 |
| 3 Month |
|
0.34782 |
|
-0.00871 |
| 6 Month |
|
0.65329 |
|
-0.02094 |
| 12 Month |
|
1.07610 |
|
-0.02918 |
curves.2.14.22
