|
Date |
Settles |
|
Change |
| AMERIBOR |
11/25/21 |
|
|
|
| 1 Month |
|
0.09947 |
|
-0.00222 |
| 3 Month |
|
0.10020 |
|
-0.00183 |
| 6 Month |
|
0.13080 |
|
0.00437 |
| 12 Month |
|
0.29234 |
|
0.02367 |
|
|
|
|
|
| LIBOR |
11/26/21 |
|
|
|
| 1 Month |
|
0.09040 |
|
-0.00120 |
| 3 Month |
|
0.16641 |
|
-0.01389 |
| 6 Month |
|
0.23027 |
|
-0.02073 |
| 12 Month |
|
0.41038 |
|
-0.03550 |
|
|
|
|
|
| BSBY INDEX |
11/26/21 |
|
|
|
| 1 Month |
|
0.06495 |
|
-0.00007 |
| 3 Month |
|
0.16299 |
|
0.00000 |
| 6 Month |
|
0.22501 |
|
0.00000 |
| 12 Month |
|
0.37635 |
|
0.01806 |
|
|
|
|
|
| SOFR RATES |
11/26/21 |
|
|
|
| 1 Month |
|
0.05088 |
|
0.00017 |
| 3 Month |
|
0.05339 |
|
-0.00109 |
| 6 Month |
|
0.08391 |
|
-0.00142 |
| 12 Month |
|
0.20641 |
|
-0.02899 |
curves.11.26.21
