Date Settles Change
AMERIBOR 2/4/22
1 Month 0.10094 0.00045
3 Month 0.26761 0.05325
6 Month 0.52874 0.09328
12 Month 0.89724 0.12288
LIBOR 2/7/22
1 Month 0.12471 0.00942
3 Month 0.36243 0.02343
6 Month 0.62257 0.06714
12 Month 1.09171 0.09271
BSBY INDEX 2/7/22
1 Month 0.09387 -0.00217
3 Month 0.31312 0.00799
6 Month 0.53964 0.00815
12 Month 0.90182 0.00382
SOFR RATES 2/7/22
1 Month 0.05364 0.00504
3 Month 0.22670 0.02803
6 Month 0.48872 0.06694
12 Month 0.84898 0.09131
curves.2.7.22