|
Date |
Settles |
|
Change |
| AMERIBOR |
12/20/21 |
|
|
|
| 1 Month |
|
0.10094 |
|
0.00468 |
| 3 Month |
|
0.11473 |
|
-0.00025 |
| 6 Month |
|
0.18653 |
|
-0.00357 |
| 12 Month |
|
0.06355 |
|
-0.30982 |
|
|
|
|
|
| LIBOR |
12/21/21 |
|
|
|
| 1 Month |
|
0.10425 |
|
0.00075 |
| 3 Month |
|
0.21600 |
|
0.00175 |
| 6 Month |
|
0.32550 |
|
0.00887 |
| 12 Month |
|
0.54300 |
|
0.01112 |
|
|
|
|
|
| BSBY INDEX |
12/21/21 |
|
|
|
| 1 Month |
|
0.07233 |
|
-0.00686 |
| 3 Month |
|
0.18759 |
|
0.00018 |
| 6 Month |
|
0.28299 |
|
0.00215 |
| 12 Month |
|
0.44610 |
|
0.00296 |
|
|
|
|
|
| SOFR RATES |
12/21/21 |
|
|
|
| 1 Month |
|
0.04980 |
|
0.00336 |
| 3 Month |
|
0.05310 |
|
0.00524 |
| 6 Month |
|
0.07812 |
|
0.00585 |
| 12 Month |
|
0.33779 |
|
0.00612 |
Missile curves.12.21.21
