|
Date |
Settles |
|
Change |
| AMERIBOR |
11/4/21 |
|
|
|
| 1 Month |
|
0.10079 |
|
-0.00036 |
| 3 Month |
|
0.09848 |
|
0.00120 |
| 6 Month |
|
0.10583 |
|
-0.00018 |
| 12 Month |
|
0.19046 |
|
-0.00480 |
|
|
|
|
|
| LIBOR |
11/5/21 |
|
|
|
| 1 Month |
|
0.08863 |
|
-0.00100 |
| 3 Month |
|
0.14275 |
|
-0.00163 |
| 6 Month |
|
0.22088 |
|
0.00763 |
| 12 Month |
|
0.35750 |
|
-0.00500 |
|
|
|
|
|
| BSBY INDEX |
11/5/21 |
|
|
|
| 1 Month |
|
0.05996 |
|
0.00013 |
| 3 Month |
|
0.13147 |
|
0.00205 |
| 6 Month |
|
0.18949 |
|
0.00454 |
| 12 Month |
|
0.30623 |
|
-0.00043 |
|
|
|
|
|
| SOFR RATES |
11/5/21 |
|
|
|
| 1 Month |
|
0.04279 |
|
-0.00034 |
| 3 Month |
|
0.04302 |
|
-0.00170 |
| 6 Month |
|
0.05483 |
|
-0.00121 |
| 12 Month |
|
0.15723 |
|
-0.00686 |
curves.11.5.21
