Date Settles Change
AMERIBOR 3/27/22
1 Month 0.40156 0.01569
3 Month 0.68315 0.01732
6 Month 1.09240 0.04399
12 Month 1.73606 0.08835
LIBOR 3/28/22
1 Month 0.44940 0.00426
3 Month 0.99630 0.01344
6 Month 1.49270 0.04156
12 Month 2.19886 0.11015
BSBY INDEX 3/28/22
1 Month 0.38000 -0.03386
3 Month 0.87000 -0.01272
6 Month 1.33000 0.00786
12 Month 1.86000 0.00292
SOFR RATES 3/28/22
1 Month 0.30539 0.00531
3 Month 0.62651 0.02561
6 Month 1.03725 0.04174
12 Month 1.68319 0.09933
curves.3.28.22