Date Settles Change
AMERIBOR 1/26/22
1 Month 0.10094 -0.00111
3 Month 0.22395 0.01501
6 Month 0.41554 0.04002
12 Month 0.72174 0.07502
LIBOR 1/27/22
1 Month 0.10500 -0.00414
3 Month 0.29900 0.02143
6 Month 0.51871 0.05471
12 Month 0.92157 0.11286
BSBY INDEX 1/27/22
1 Month 0.09077 0.00460
3 Month 0.24708 0.01301
6 Month 0.42970 0.00771
12 Month 0.73701 0.01318
SOFR RATES 1/27/22
1 Month 0.05152 -0.01056
3 Month 0.19204 0.02026
6 Month 0.39407 0.05224
12 Month 0.71126 0.10144
curves1.27.22