Date Settles Change
AMERIBOR 3/15/22
1 Month 0.35698 0.06319
3 Month 0.55360 0.02215
6 Month 0.88329 0.02407
12 Month 1.33700 0.02004
LIBOR 3/16/22
1 Month 0.46757 0.02614
3 Month 0.94814 0.03171
6 Month 1.25671 0.01885
12 Month 1.71529 0.03015
BSBY INDEX 3/16/22
1 Month 0.38108 0.03941
3 Month 0.83409 0.02984
6 Month 1.18424 0.04004
12 Month 1.59432 0.05447
SOFR RATES 3/16/22
1 Month 0.32562 0.00913
3 Month 0.53822 0.00907
6 Month 0.83513 0.00690
12 Month 1.28015 0.02201
curves.3.16.22