Date Settles Change
AMERIBOR 6/2/22
1 Month 1.03482 0.00345
3 Month 1.40874 0.02109
6 Month 1.87177 0.01717
12 Month 2.49411 0.01236
LIBOR 6/1/22
1 Month 1.11971 0.00000
3 Month 1.62600 0.00000
6 Month 2.10929 0.00000
12 Month 2.77543 0.00000
BSBY INDEX 6/3/22
1 Month 1.00953 0.02558
3 Month 1.58041 0.01679
6 Month 2.08060 0.02624
12 Month 2.71010 0.02410
SOFR RATES 6/3/22
1 Month 1.04228 0.00252
3 Month 1.40777 0.00083
6 Month 1.81392 0.00211
12 Month 2.40410 0.00705
curves.6.3.22