|
Date |
Settles |
|
Change |
| AMERIBOR |
9/30/21 |
|
|
|
| 1 Month |
|
0.09252 |
|
0.00828 |
| 3 Month |
|
0.09338 |
|
0.00272 |
| 6 Month |
|
0.09311 |
|
0.00026 |
| 12 Month |
|
0.09339 |
|
-0.00060 |
|
|
|
|
|
| LIBOR |
10/1/21 |
|
|
|
| 1 Month |
|
0.07525 |
|
-0.00500 |
| 3 Month |
|
0.13313 |
|
0.00300 |
| 6 Month |
|
0.15700 |
|
-0.00150 |
| 12 Month |
|
0.23488 |
|
-0.00175 |
|
|
|
|
|
| BSBY INDEX |
10/1/21 |
|
|
|
| 1 Month |
|
0.04943 |
|
0.00279 |
| 3 Month |
|
0.09309 |
|
-0.00376 |
| 6 Month |
|
0.13845 |
|
0.00163 |
| 12 Month |
|
0.19346 |
|
-0.00011 |
|
|
|
|
|
| SOFR RATES |
10/1/21 |
|
|
|
| 1 Month |
|
0.05366 |
|
-0.00494 |
| 3 Month |
|
0.05460 |
|
-0.00515 |
| 6 Month |
|
0.05398 |
|
-0.00342 |
| 12 Month |
|
0.05685 |
|
-0.01727 |
curves.11.1.21
