Date Settles Change
AMERIBOR 3/28/22
1 Month 0.42423 0.02267
3 Month 0.70021 0.01706
6 Month 1.11145 0.01905
12 Month 1.77162 0.03556
LIBOR 3/29/22
1 Month 0.45740 0.00800
3 Month 1.00600 0.00970
6 Month 1.49970 0.00700
12 Month 2.20300 0.00414
BSBY INDEX 3/29/22
1 Month 0.37000 -0.01000
3 Month 0.87000 0.00000
6 Month 1.35000 0.02000
12 Month 1.90000 0.04000
SOFR RATES 3/29/22
1 Month 0.29951 -0.00588
3 Month 0.62967 0.00316
6 Month 1.05156 0.01431
12 Month 1.70915 0.02596

 

curves.3.29.22