|
Date |
Settles |
|
Change |
| AMERIBOR |
11/19/21 |
|
|
|
| 1 Month |
|
0.09744 |
|
0.00405 |
| 3 Month |
|
0.09930 |
|
-0.00021 |
| 6 Month |
|
0.11874 |
|
0.00392 |
| 12 Month |
|
0.24148 |
|
0.01446 |
|
|
|
|
|
| LIBOR |
11/22/21 |
|
|
|
| 1 Month |
|
0.09238 |
|
-0.00100 |
| 3 Month |
|
0.16963 |
|
0.00563 |
| 6 Month |
|
0.24388 |
|
0.01450 |
| 12 Month |
|
0.42563 |
|
0.03588 |
|
|
|
|
|
| BSBY INDEX |
11/22/21 |
|
|
|
| 1 Month |
|
0.06273 |
|
0.00405 |
| 3 Month |
|
0.15640 |
|
0.00381 |
| 6 Month |
|
0.21739 |
|
-0.00006 |
| 12 Month |
|
0.34834 |
|
-0.00112 |
|
|
|
|
|
| SOFR RATES |
11/22/21 |
|
|
|
| 1 Month |
|
0.04698 |
|
-0.00025 |
| 3 Month |
|
0.05250 |
|
0.00140 |
| 6 Month |
|
0.07580 |
|
0.00890 |
| 12 Month |
|
0.21920 |
|
0.04255 |
curves.11.22.21
