Date Settles Change
AMERIBOR 8/3/22
1 Month 2.46820 0.00006
3 Month 2.66560 0.00797
6 Month 3.07710 0.01135
12 Month 3.32208 0.00806
LIBOR 8/4/22
1 Month 2.37271 -0.00358
3 Month 2.86239 0.03010
6 Month 3.39271 0.00371
12 Month 3.87900 0.03586
BSBY INDEX 8/4/22
1 Month 2.33589 0.00474
3 Month 2.79947 0.03867
6 Month 3.31681 0.03204
12 Month 3.68759 0.03872
SOFR RATES 8/4/22
SOFR O/N Fix 2.29000 2.30000
1 Month 2.30597 0.01053
3 Month 2.58707 0.01697
6 Month 2.96738 0.02413
12 Month 3.21357 0.04053
curves.8.4.22