Date Settles Change
AMERIBOR 8/17/22
1 Month 2.44263 -0.00007
3 Month 2.72362 -0.00153
6 Month 3.18565 0.01020
12 Month 3.52780 0.03278
LIBOR 8/18/22
1 Month 2.36814 0.00257
3 Month 2.98400 0.00743
6 Month 3.50757 -0.00014
12 Month 3.99571 0.00014
BSBY INDEX 8/18/22
1 Month 2.33857 -0.00416
3 Month 2.86368 0.00777
6 Month 3.46943 0.00896
12 Month 3.96286 0.02508
SOFR RATES 8/18/22
SOFR O/N Fix 2.29000 0.00000
1 Month 2.38757 0.00356
3 Month 2.73189 0.00805
6 Month 3.10957 0.01278
12 Month 3.41730 0.03260
curves.8.18.22