| Date | Settles | Change | ||
| AMERIBOR | 2/11/22 | |||
| 1 Month | 0.11142 | -0.00184 | ||
| 3 Month | 0.31263 | -0.05575 | ||
| 6 Month | 0.63703 | -0.05159 | ||
| 12 Month | 1.06519 | -0.08868 | ||
| LIBOR | 2/14/22 | |||
| 1 Month | 0.12517 | -0.06597 | ||
| 3 Month | 0.45857 | -0.04786 | ||
| 6 Month | 0.79386 | -0.04657 | ||
| 12 Month | 1.32214 | -0.07015 | ||
| BSBY INDEX | 2/14/22 | |||
| 1 Month | 0.10526 | 0.00345 | ||
| 3 Month | 0.38849 | 0.02238 | ||
| 6 Month | 0.67175 | 0.04495 | ||
| 12 Month | 1.06550 | 0.04376 | ||
| SOFR RATES | 2/14/22 | |||
| 1 Month | 0.14803 | -0.00632 | ||
| 3 Month | 0.34782 | -0.00871 | ||
| 6 Month | 0.65329 | -0.02094 | ||
| 12 Month | 1.07610 | -0.02918 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/02/curves.2.14.22.pdf”]