|
Date |
Settles |
Change |
| AMERIBOR |
3/30/22 |
|
|
| 1 Month |
|
0.42043 |
-0.00853 |
| 3 Month |
|
0.68845 |
-0.00666 |
| 6 Month |
|
1.08375 |
-0.01567 |
| 12 Month |
|
1.72499 |
-0.02848 |
|
|
|
|
| LIBOR |
3/31/22 |
|
|
| 1 Month |
|
0.45200 |
-0.00314 |
| 3 Month |
|
0.96157 |
-0.00529 |
| 6 Month |
|
1.46986 |
-0.00214 |
| 12 Month |
|
2.10140 |
-0.02450 |
|
|
|
|
| BSBY INDEX |
3/31/22 |
|
|
| 1 Month |
|
0.39000 |
0.02000 |
| 3 Month |
|
0.89000 |
0.01000 |
| 6 Month |
|
1.38000 |
0.01000 |
| 12 Month |
|
1.97000 |
0.02000 |
|
|
|
|
| SOFR RATES |
3/31/22 |
|
|
| 1 Month |
|
0.29632 |
-0.00385 |
| 3 Month |
|
0.63109 |
0.00069 |
| 6 Month |
|
1.03757 |
-0.00735 |
| 12 Month |
|
1.67020 |
-0.01899 |
stir settles 3.31
