|
Date |
Settles |
|
Change |
| AMERIBOR |
11/15/21 |
|
|
|
| 1 Month |
|
0.09945 |
|
0.00267 |
| 3 Month |
|
0.09959 |
|
-0.00110 |
| 6 Month |
|
0.11567 |
|
-0.00006 |
| 12 Month |
|
0.23520 |
|
-0.00021 |
|
|
|
|
|
| LIBOR |
11/16/21 |
|
|
|
| 1 Month |
|
0.08888 |
|
-0.00225 |
| 3 Month |
|
0.16000 |
|
0.00212 |
| 6 Month |
|
0.22775 |
|
0.00237 |
| 12 Month |
|
0.39913 |
|
0.00488 |
|
|
|
|
|
| BSBY INDEX |
11/16/21 |
|
|
|
| 1 Month |
|
0.05743 |
|
-0.00036 |
| 3 Month |
|
0.14593 |
|
0.00241 |
| 6 Month |
|
0.20760 |
|
-0.00123 |
| 12 Month |
|
0.31681 |
|
0.00663 |
|
|
|
|
|
| SOFR RATES |
11/16/21 |
|
|
|
| 1 Month |
|
0.04500 |
|
-0.00002 |
| 3 Month |
|
0.05087 |
|
0.00093 |
| 6 Month |
|
0.07223 |
|
0.00546 |
| 12 Month |
|
0.20340 |
|
0.00869 |
curves.11.16.21
