Date Settles Change
AMERIBOR 2/7/22
1 Month 0.10094 0.00002
3 Month 0.25370 -0.01391
6 Month 0.51110 -0.01764
12 Month 0.87562 -0.02162
LIBOR 2/8/22
1 Month 0.12571 0.00100
3 Month 0.36629 0.00386
6 Month 0.63986 0.01729
12 Month 1.09171 0.00000
BSBY INDEX 2/8/22
1 Month 0.09502 0.00115
3 Month 0.32825 0.01513
6 Month 0.55719 0.01755
12 Month 0.91950 0.01768
SOFR RATES 2/8/22
1 Month 0.09567 0.04203
3 Month 0.26411 0.03741
6 Month 0.51897 0.03025
12 Month 0.87238 0.02340
curves.2.8.22