Date Settles Change
AMERIBOR 3/2/22
1 Month 0.16018 0.00151
3 Month 0.33742 0.01474
6 Month 0.61839 0.07676
12 Month 1.00815 0.15894
LIBOR 3/3/22
1 Month 0.28914 0.04680
3 Month 0.58314 0.06100
6 Month 0.89000 0.09414
12 Month 1.33186 0.11357
BSBY INDEX 3/3/22
1 Month 0.19508 0.01470
3 Month 0.52656 0.01973
6 Month 0.78330 -0.00135
12 Month 1.15639 -0.03251
SOFR RATES 3/3/22
1 Month 0.20371 -0.01171
3 Month 0.38154 -0.00098
6 Month 0.64331 0.06046
12 Month 1.00765 0.11147
curves.3.3.22