|
Date |
Settles |
|
Change |
| AMERIBOR |
11/28/21 |
|
|
|
| 1 Month |
|
0.10094 |
|
0.00147 |
| 3 Month |
|
0.09870 |
|
-0.00150 |
| 6 Month |
|
0.11814 |
|
-0.01266 |
| 12 Month |
|
0.22875 |
|
-0.06359 |
|
|
|
|
|
| LIBOR |
11/29/21 |
|
|
|
| 1 Month |
|
0.09925 |
|
0.00885 |
| 3 Month |
|
0.17088 |
|
0.00447 |
| 6 Month |
|
0.24600 |
|
0.01573 |
| 12 Month |
|
0.41988 |
|
0.00950 |
|
|
|
|
|
| BSBY INDEX |
11/29/21 |
|
|
|
| 1 Month |
|
0.06467 |
|
-0.00028 |
| 3 Month |
|
0.16564 |
|
0.00265 |
| 6 Month |
|
0.23396 |
|
0.00895 |
| 12 Month |
|
0.38884 |
|
0.01249 |
|
|
|
|
|
| SOFR RATES |
11/29/21 |
|
|
|
| 1 Month |
|
0.04980 |
|
-0.00108 |
| 3 Month |
|
0.05310 |
|
-0.00029 |
| 6 Month |
|
0.07812 |
|
-0.00622 |
| 12 Month |
|
0.20665 |
|
0.00024 |
curves.11.29.21
