|
Date |
Settles |
|
Change |
| AMERIBOR |
10/19/21 |
|
|
|
| 1 Month |
|
0.09000 |
|
0.00000 |
| 3 Month |
|
0.08797 |
|
0.00000 |
| 6 Month |
|
0.09512 |
|
0.00094 |
| 12 Month |
|
0.10505 |
|
0.00155 |
|
|
|
|
|
| LIBOR |
10/20/21 |
|
|
|
| 1 Month |
|
0.08575 |
|
0.00012 |
| 3 Month |
|
0.12825 |
|
-0.00125 |
| 6 Month |
|
0.17050 |
|
0.00300 |
| 12 Month |
|
0.29675 |
|
0.00462 |
|
|
|
|
|
| BSBY INDEX |
10/20/21 |
|
|
|
| 1 Month |
|
0.05965 |
|
-0.00038 |
| 3 Month |
|
0.10533 |
|
0.00117 |
| 6 Month |
|
0.15074 |
|
0.00172 |
| 12 Month |
|
0.23390 |
|
0.00826 |
|
|
|
|
|
| SOFR RATES |
10/20/21 |
|
|
|
| 1 Month |
|
0.04750 |
|
-0.00133 |
| 3 Month |
|
0.04798 |
|
-0.00434 |
| 6 Month |
|
0.05599 |
|
-0.00285 |
| 12 Month |
|
0.11626 |
|
0.00088 |
curves.10.20.21
