Date Settles Change
AMERIBOR 3/1/22
1 Month 0.15867 0.01291
3 Month 0.32268 -0.02112
6 Month 0.54163 -0.05561
12 Month 0.84921 -0.11003
LIBOR 3/2/22
1 Month 0.24234 0.00777
3 Month 0.52214 0.01128
6 Month 0.79586 0.03200
12 Month 1.21829 0.04158
BSBY INDEX 3/2/22
1 Month 0.18038 0.02110
3 Month 0.50683 0.00406
6 Month 0.78465 -0.00430
12 Month 1.18890 -0.03348
SOFR RATES 3/2/22
1 Month 0.21542 0.00912
3 Month 0.38252 0.01137
6 Month 0.58285 -0.01309
12 Month 0.89618 0.00413
curves.3.2.22