Date Settles Change
AMERIBOR 7/5/22
1 Month 1.78077 0.01030
3 Month 2.18288 0.01135
6 Month 2.71603 0.01116
12 Month 3.23027 0.00590
LIBOR 7/6/22 Change
1 Month 1.80686 0.01586
3 Month 2.39057 0.04228
6 Month 2.99886 0.03229
12 Month 3.55400 -0.03829
BSBY INDEX 7/6/22
1 Month 1.63861 0.00080
3 Month 2.29151 0.02810
6 Month 2.92187 0.03594
12 Month 3.49103 -0.01930
SOFR RATES 7/6/22
1 Month 1.68184 0.00149
3 Month 2.10232 -0.01377
6 Month 2.55919 -0.03563
12 Month 2.90892 -0.05405
curves 3.6.22