| Date | Settles | Change | ||
| AMERIBOR | 2/16/22 | |||
| 1 Month | 0.11815 | 0.00051 | ||
| 3 Month | 0.31337 | -0.01428 | ||
| 6 Month | 0.60983 | -0.02922 | ||
| 12 Month | 1.03906 | -0.05002 | ||
| LIBOR | 2/17/22 | |||
| 1 Month | 0.16171 | 0.02500 | ||
| 3 Month | 0.48100 | -0.00714 | ||
| 6 Month | 0.77357 | -0.00622 | ||
| 12 Month | 1.28886 | -0.04100 | ||
| BSBY INDEX | 2/17/22 | |||
| 1 Month | 0.09447 | -0.00683 | ||
| 3 Month | 0.46816 | 0.01031 | ||
| 6 Month | 0.78828 | 0.05811 | ||
| 12 Month | 1.25195 | 0.02028 | ||
| SOFR RATES | 2/17/22 | |||
| 1 Month | 0.15013 | -0.01502 | ||
| 3 Month | 0.33374 | -0.03307 | ||
| 6 Month | 0.61669 | -0.04614 | ||
| 12 Month | 1.02680 | -0.06228 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2022/02/curves.2.17.22.pdf”]