Date Settles Change
AMERIBOR 7/13/22
1 Month 1.80360 0.00687
3 Month 2.26089 0.01956
6 Month 2.80807 0.02992
12 Month 3.27419 0.01100
LIBOR 7/14/22 Change
1 Month 2.15600 0.18460
3 Month 2.74030 0.25730
6 Month 3.38130 0.31690
12 Month 3.97829 0.29158
BSBY INDEX 7/14/22
1 Month 1.81682 0.06690
3 Month 2.46782 0.06350
6 Month 3.06313 0.04723
12 Month 3.64012 0.08496
SOFR RATES 7/14/22
1 Month 2.04334 0.15738
3 Month 2.50870 0.23736
6 Month 3.02928 0.29297
12 Month 3.33268 0.24990

 

curves 7.14.22