Date Settles Change
AMERIBOR 3/4/22
1 Month 0.17877 0.01859
3 Month 0.39824 0.06082
6 Month 0.66437 0.04598
12 Month 1.04095 0.03280
LIBOR 3/7/22
1 Month 0.30629 0.01715
3 Month 0.64286 0.05972
6 Month 0.97914 0.08914
12 Month 1.38229 0.05043
BSBY INDEX 3/7/22
1 Month 0.20888 0.01380
3 Month 0.57449 0.04793
6 Month 0.84312 0.05982
12 Month 1.20918 0.05279
SOFR RATES 3/7/22
1 Month 0.24061 0.03690
3 Month 0.42398 0.04244
6 Month 0.69072 0.04741
12 Month 1.05400 0.04635curves.3.7.22