|
Date |
Settles |
Change |
| AMERIBOR |
6/20/22 |
|
|
| 1 Month |
|
1.70898 |
0.02661 |
| 3 Month |
|
2.03861 |
0.30393 |
| 6 Month |
|
2.57951 |
0.16751 |
| 12 Month |
|
3.23239 |
-0.02426 |
|
|
|
|
| LIBOR |
6/21/22 |
Settles |
Change |
| 1 Month |
|
1.64157 |
0.02928 |
| 3 Month |
|
2.02663 |
-0.06923 |
| 6 Month |
|
2.84186 |
0.06143 |
| 12 Month |
|
3.62543 |
0.03953 |
|
|
|
|
| BSBY INDEX |
6/21/22 |
|
|
| 1 Month |
|
1.57173 |
0.08261 |
| 3 Month |
|
1.98757 |
0.00000 |
| 6 Month |
|
2.68293 |
0.05728 |
| 12 Month |
|
3.52025 |
0.04310 |
|
|
|
|
| SOFR RATES |
6/21/22 |
|
|
| 1 Month |
|
1.55738 |
0.01689 |
| 3 Month |
|
1.97250 |
0.05367 |
| 6 Month |
|
2.51861 |
0.05534 |
| 12 Month |
|
3.14398 |
0.02555 |
curves.6.21.22
