|
Date |
Settles |
|
Change |
| AMERIBOR |
11/18/21 |
|
|
|
| 1 Month |
|
0.09339 |
|
-0.00087 |
| 3 Month |
|
0.09951 |
|
-0.00059 |
| 6 Month |
|
0.11482 |
|
-0.00176 |
| 12 Month |
|
0.22702 |
|
-0.00290 |
|
|
|
|
|
| LIBOR |
11/19/21 |
|
|
|
| 1 Month |
|
0.09338 |
|
0.00225 |
| 3 Month |
|
0.16400 |
|
0.00437 |
| 6 Month |
|
0.22938 |
|
0.00588 |
| 12 Month |
|
0.38975 |
|
0.00000 |
|
|
|
|
|
| BSBY INDEX |
11/19/21 |
|
|
|
| 1 Month |
|
0.05868 |
|
0.00232 |
| 3 Month |
|
0.15259 |
|
0.00181 |
| 6 Month |
|
0.21745 |
|
0.00168 |
| 12 Month |
|
0.34946 |
|
0.00650 |
|
|
|
|
|
| SOFR RATES |
11/19/21 |
|
|
|
| 1 Month |
|
0.04723 |
|
-0.00013 |
| 3 Month |
|
0.05110 |
|
-0.00086 |
| 6 Month |
|
0.06690 |
|
-0.00463 |
| 12 Month |
|
0.17665 |
|
-0.01508 |
curves.11.19.21
