Date Settles Change
AMERIBOR 2/25/22
1 Month 0.13742 0.00083
3 Month 0.35577 0.00975
6 Month 0.63574 -0.02055
12 Month 1.05421 -0.04334
LIBOR 2/28/22
1 Month 0.24134 0.01086
3 Month 0.50429 -0.01871
6 Month 0.80471 -0.02400
12 Month 1.28800 -0.04271
BSBY INDEX 2/28/22
1 Month 0.14384 0.01301
3 Month 0.49550 0.00887
6 Month 0.79109 0.00806
12 Month 1.22696 0.00912
SOFR RATES 2/28/22
1 Month 0.20232 0.02942
3 Month 0.36344 0.02614
6 Month 0.62359 0.00884
12 Month 1.00609 -0.00993
curves.2.28.22