|
Date |
Settles |
Change |
| AMERIBOR |
6/21/22 |
|
|
| 1 Month |
|
1.72106 |
0.01208 |
| 3 Month |
|
2.05990 |
0.02129 |
| 6 Month |
|
2.61620 |
0.03669 |
| 12 Month |
|
3.27079 |
0.03840 |
|
|
|
|
| LIBOR |
6/22/22 |
Settles |
Change |
| 1 Month |
|
1.63271 |
-0.00886 |
| 3 Month |
|
2.18457 |
0.03014 |
| 6 Month |
|
2.82657 |
-0.01529 |
| 12 Month |
|
3.57986 |
-0.04557 |
|
|
|
|
| BSBY INDEX |
6/22/22 |
|
|
| 1 Month |
|
1.59817 |
0.02644 |
| 3 Month |
|
2.07559 |
0.08802 |
| 6 Month |
|
2.73385 |
0.05092 |
| 12 Month |
|
3.54807 |
0.02782 |
|
|
|
|
| SOFR RATES |
6/22/22 |
|
|
| 1 Month |
|
1.56314 |
0.00576 |
| 3 Month |
|
1.98730 |
0.01480 |
| 6 Month |
|
2.54461 |
0.02600 |
| 12 Month |
|
3.15442 |
0.01044 |
curves.6.22.22
