|
Date |
Settles |
|
Change |
| AMERIBOR |
12/15/21 |
|
|
|
| 1 Month |
|
0.10094 |
|
0.00411 |
| 3 Month |
|
0.10959 |
|
0.00331 |
| 6 Month |
|
0.17536 |
|
0.01839 |
| 12 Month |
|
0.35374 |
|
0.02896 |
|
|
|
|
|
| LIBOR |
12/16/21 |
|
|
|
| 1 Month |
|
0.10388 |
|
-0.00475 |
| 3 Month |
|
0.21363 |
|
-0.00200 |
| 6 Month |
|
0.31150 |
|
-0.01000 |
| 12 Month |
|
0.52463 |
|
0.00775 |
|
|
|
|
|
| BSBY INDEX |
12/16/21 |
|
|
|
| 1 Month |
|
0.07589 |
|
0.00499 |
| 3 Month |
|
0.19238 |
|
0.00472 |
| 6 Month |
|
0.27909 |
|
-0.00071 |
| 12 Month |
|
0.44450 |
|
-0.00182 |
|
|
|
|
|
| SOFR RATES |
12/16/21 |
|
|
|
| 1 Month |
|
0.04980 |
|
0.00039 |
| 3 Month |
|
0.05310 |
|
0.00555 |
| 6 Month |
|
0.07812 |
|
0.02704 |
| 12 Month |
|
0.32174 |
|
0.02538 |
curves.12.16.21
