Date Settles Change
AMERIBOR 7/4/22
1 Month 1.77047 0.01020
3 Month 2.17153 0.02776
6 Month 2.70487 0.03572
12 Month 3.22437 0.01861
LIBOR 7/5/22 Change
1 Month 1.79100 -0.00900
3 Month 2.34829 0.05829
6 Month 2.96657 0.06657
12 Month 3.59229 0.03229
BSBY INDEX 7/5/22
1 Month 1.63781 0.01578
3 Month 2.26341 0.01920
6 Month 2.88593 0.01175
12 Month 3.51033 -0.03378
SOFR RATES 7/5/22
1 Month 1.68035 0.09556
3 Month 2.11609 0.08155
6 Month 2.59482 0.06525
12 Month 2.96297 -0.00883
curves.7.5.22