Date Settles Change
AMERIBOR 2/28/22
1 Month 0.14576 0.00834
3 Month 0.34380 -0.01197
6 Month 0.59724 -0.03850
12 Month 0.95924 -0.09497
LIBOR 3/1/22
1 Month 0.23457 -0.00677
3 Month 0.51086 0.00657
6 Month 0.76386 -0.04085
12 Month 1.17671 -0.11129
BSBY INDEX 3/1/22
1 Month 0.15928 0.01544
3 Month 0.50277 0.00727
6 Month 0.78895 -0.00214
12 Month 1.22238 -0.00458
SOFR RATES 3/1/22
1 Month 0.20630 0.00398
3 Month 0.37115 0.00771
6 Month 0.59594 -0.02765
12 Month 0.89205 -0.11404
curves.3.1