|
Date |
Settles |
|
Change |
| AMERIBOR |
10/26/21 |
|
|
|
| 1 Month |
|
0.09648 |
|
-0.00504 |
| 3 Month |
|
0.09425 |
|
-0.00216 |
| 6 Month |
|
0.10024 |
|
-0.00134 |
| 12 Month |
|
0.11013 |
|
-0.00067 |
|
|
|
|
|
| LIBOR |
10/27/21 |
|
|
|
| 1 Month |
|
0.08700 |
|
0.00000 |
| 3 Month |
|
0.12863 |
|
-0.00725 |
| 6 Month |
|
0.17963 |
|
0.00338 |
| 12 Month |
|
0.33225 |
|
0.00950 |
|
|
|
|
|
| BSBY INDEX |
10/27/21 |
|
|
|
| 1 Month |
|
0.05978 |
|
0.00062 |
| 3 Month |
|
0.11337 |
|
0.00607 |
| 6 Month |
|
0.16200 |
|
0.00230 |
| 12 Month |
|
0.26424 |
|
0.00786 |
|
|
|
|
|
| SOFR RATES |
10/27/21 |
|
|
|
| 1 Month |
|
0.04465 |
|
0.00049 |
| 3 Month |
|
0.04631 |
|
0.00022 |
| 6 Month |
|
0.05749 |
|
0.00025 |
| 12 Month |
|
0.14923 |
|
0.00562 |
curves.10.27.21
