Date Settles Change
AMERIBOR 7/12/22
1 Month 1.80106 0.00433
3 Month 2.25110 0.00977
6 Month 2.78852 0.01037
12 Month 3.26869 0.00550
LIBOR 7/13/22 Change
1 Month 1.99910 0.02770
3 Month 2.51200 0.02900
6 Month 3.06100 -0.00340
12 Month 3.73414 0.04743
BSBY INDEX 7/13/22
1 Month 1.76731 0.01739
3 Month 2.43199 0.02767
6 Month 3.03605 0.02015
12 Month 3.60980 0.05464
SOFR RATES 7/13/22
1 Month 1.95569 0.06973
3 Month 2.37781 0.10647
6 Month 2.88293 0.14662
12 Month 3.20509 0.12231

 

curves 7.13.22