|
Date |
Settles |
|
Change |
| AMERIBOR |
12/10/21 |
|
|
|
| 1 Month |
|
0.10094 |
|
0.00186 |
| 3 Month |
|
0.10665 |
|
0.00037 |
| 6 Month |
|
0.15978 |
|
0.00281 |
| 12 Month |
|
0.32109 |
|
-0.00369 |
|
|
|
|
|
| LIBOR |
12/13/21 |
|
|
|
| 1 Month |
|
0.10975 |
|
0.00112 |
| 3 Month |
|
0.20275 |
|
0.00450 |
| 6 Month |
|
0.29513 |
|
0.00688 |
| 12 Month |
|
0.50500 |
|
-0.00438 |
|
|
|
|
|
| BSBY INDEX |
12/13/21 |
|
|
|
| 1 Month |
|
0.06307 |
|
-0.00645 |
| 3 Month |
|
0.17975 |
|
-0.00048 |
| 6 Month |
|
0.27463 |
|
0.00325 |
| 12 Month |
|
0.43729 |
|
0.00360 |
|
|
|
|
|
| SOFR RATES |
12/13/21 |
|
|
|
| 1 Month |
|
0.04980 |
|
-0.00227 |
| 3 Month |
|
0.05310 |
|
0.00039 |
| 6 Month |
|
0.07812 |
|
0.00612 |
| 12 Month |
|
0.28774 |
|
-0.00862 |
curves.12.13.21
