Date Settles Change
AMERIBOR 2/15/22
1 Month 0.11764 0.00014
3 Month 0.32765 0.00197
6 Month 0.63905 -0.02100
12 Month 1.08908 -0.02998
LIBOR 2/16/22
1 Month 0.13671 0.01701
3 Month 0.48814 0.01944
6 Month 0.77979 -0.01291
12 Month 1.32986 -0.01285
BSBY INDEX 2/16/22
1 Month 0.10130 0.00189
3 Month 0.45785 0.03372
6 Month 0.73017 0.00000
12 Month 1.23167 0.10773
SOFR RATES 2/16/22
1 Month 0.16515 0.00728
3 Month 0.36681 -0.00245
6 Month 0.66283 -0.01463
12 Month 1.08908 -0.02935
curves.2.16.22