|
Date |
Settles |
|
Change |
| AMERIBOR |
11/29/21 |
|
|
|
| 1 Month |
|
0.10094 |
|
0.00176 |
| 3 Month |
|
0.10051 |
|
0.00181 |
| 6 Month |
|
0.12106 |
|
0.00292 |
| 12 Month |
|
0.23129 |
|
0.00254 |
|
|
|
|
|
| LIBOR |
11/30/21 |
|
|
|
| 1 Month |
|
0.09400 |
|
-0.00525 |
| 3 Month |
|
0.17325 |
|
0.00237 |
| 6 Month |
|
0.24325 |
|
-0.00275 |
| 12 Month |
|
0.38238 |
|
-0.03750 |
|
|
|
|
|
| BSBY INDEX |
11/30/21 |
|
|
|
| 1 Month |
|
0.06340 |
|
-0.00127 |
| 3 Month |
|
0.16452 |
|
-0.00112 |
| 6 Month |
|
0.23618 |
|
0.00222 |
| 12 Month |
|
0.38580 |
|
-0.00304 |
|
|
|
|
|
| SOFR RATES |
11/30/21 |
|
|
|
| 1 Month |
|
0.04980 |
|
0.00004 |
| 3 Month |
|
0.05310 |
|
0.00004 |
| 6 Month |
|
0.07812 |
|
-0.00025 |
| 12 Month |
|
0.16983 |
|
-0.03682 |
curves.11.30.21
