Date Settles Change
AMERIBOR 2/23/22
1 Month 0.13659 0.01279
3 Month 0.34602 0.00172
6 Month 0.65629 0.00959
12 Month 1.09755 0.02407
LIBOR 2/24/22
1 Month 0.20860 0.02170
3 Month 0.50790 0.01030
6 Month 0.80440 -0.02190
12 Month 1.28629 -0.05057
BSBY INDEX 2/24/22
1 Month 0.12000 0.01000
3 Month 0.48000 0.01000
6 Month 0.78000 0.01000
12 Month 1.21000 0.00000
SOFR RATES 2/24/22
1 Month 0.17290 -0.01426
3 Month 0.33730 -0.04712
6 Month 0.61475 -0.06549
12 Month 1.01602 -0.08576

 

curves.2.24.22