|
Date |
Settles |
|
Change |
| AMERIBOR |
12/16/21 |
|
|
|
| 1 Month |
|
0.10094 |
|
-0.00057 |
| 3 Month |
|
0.10995 |
|
0.00036 |
| 6 Month |
|
0.17440 |
|
-0.00096 |
| 12 Month |
|
0.34716 |
|
-0.00658 |
|
|
|
|
|
| LIBOR |
12/17/21 |
|
|
|
| 1 Month |
|
0.10250 |
|
-0.00138 |
| 3 Month |
|
0.21263 |
|
-0.00100 |
| 6 Month |
|
0.31275 |
|
0.00125 |
| 12 Month |
|
0.52963 |
|
0.00500 |
|
|
|
|
|
| BSBY INDEX |
12/17/21 |
|
|
|
| 1 Month |
|
0.06894 |
|
-0.00695 |
| 3 Month |
|
0.19290 |
|
0.00052 |
| 6 Month |
|
0.28040 |
|
0.00131 |
| 12 Month |
|
0.44304 |
|
-0.00146 |
|
|
|
|
|
| SOFR RATES |
12/17/21 |
|
|
|
| 1 Month |
|
0.04980 |
|
-0.00244 |
| 3 Month |
|
0.05310 |
|
-0.00226 |
| 6 Month |
|
0.07812 |
|
-0.00055 |
| 12 Month |
|
0.31275 |
|
-0.00899 |
curves.12.17.21
