Date Settles Change
AMERIBOR 2/1/22
1 Month 0.10094 0.00093
3 Month 0.21052 -0.02371
6 Month 0.42581 -0.02087
12 Month 0.76355 -0.03021
LIBOR 2/2/22
1 Month 0.10810 -0.00490
3 Month 0.31060 0.00789
6 Month 0.52310 -0.00647
12 Month 0.92971 -0.00486
BSBY INDEX 2/2/22
1 Month 0.09135 0.00237
3 Month 0.28702 0.01379
6 Month 0.51639 0.01670
12 Month 0.87895 0.03367
SOFR RATES 2/2/22
1 Month 0.04860 0.00000
3 Month 0.19449 0.00170
6 Month 0.41288 -0.00218
12 Month 0.74140 -0.00273
curves.2.2.22