Date Settles Change
AMERIBOR 12/31/21
1 Month 0.10094 0.01203
3 Month 0.12726 0.00322
6 Month 0.22097 -0.00064
12 Month 0.42568 0.00027
LIBOR 12/31/21
1 Month 0.10125 0.00000
3 Month 0.20913 0.00000
6 Month 0.33875 0.00000
12 Month 0.58313 0.00000
BSBY INDEX 1/3/22
1 Month 0.07905 -0.00130
3 Month 0.17919 -0.00135
6 Month 0.28719 0.00021
12 Month 0.48615 0.00898
SOFR RATES 1/3/22
1 Month 0.04980 -0.00461
3 Month 0.05310 -0.00836
6 Month 0.07812 -0.00800
12 Month 0.39685 0.02464
curves1.3.22