Date Settles Change
AMERIBOR 6/23/22
1 Month 1.73413 -0.00350
3 Month 2.09138 0.02303
6 Month 2.62042 0.01001
12 Month 3.15381 -0.03342
LIBOR 6/24/22 Change
1 Month 1.63270 0.00913
3 Month 2.23440 0.03711
6 Month 2.86660 0.03131
12 Month 3.54471 0.01142
BSBY INDEX 6/24/22
1 Month 1.58000 -0.02992
3 Month 2.15000 0.02226
6 Month 2.77000 0.00489
12 Month 3.52000 -0.01894
SOFR RATES 6/24/22
1 Month 1.56026 0.01609
3 Month 2.00240 0.03383
6 Month 2.53151 0.02714
12 Month 3.03960 -0.00333

 

curves.6.24.22