| ` |
Date |
Settles |
|
Change |
| AMERIBOR |
9/28/21 |
|
|
|
| 1 Month |
|
0.09468 |
|
-0.01008 |
| 3 Month |
|
0.09496 |
|
-0.00451 |
| 6 Month |
|
0.09502 |
|
-0.00237 |
| 12 Month |
|
0.09506 |
|
-0.00372 |
|
|
|
|
|
| LIBOR |
9/29/21 |
|
|
|
| 1 Month |
|
0.08238 |
|
-0.00175 |
| 3 Month |
|
0.13088 |
|
-0.00062 |
| 6 Month |
|
0.15738 |
|
-0.00050 |
| 12 Month |
|
0.23850 |
|
0.00000 |
|
|
|
|
|
| BSBY INDEX |
9/29/21 |
|
|
|
| 1 Month |
|
0.04866 |
|
0.00012 |
| 3 Month |
|
0.09930 |
|
0.00037 |
| 6 Month |
|
0.13597 |
|
0.00235 |
| 12 Month |
|
0.19126 |
|
0.00118 |
|
|
|
|
|
| SOFR RATES |
9/29/21 |
|
|
|
| 1 Month |
|
0.06070 |
|
0.00259 |
| 3 Month |
|
0.06031 |
|
0.00096 |
| 6 Month |
|
0.05780 |
|
0.00046 |
| 12 Month |
|
0.07266 |
|
-0.00089 |
curves.9.29.21
