|
Date |
Settles |
|
Change |
| AMERIBOR |
12/21/21 |
|
|
|
| 1 Month |
|
0.10094 |
|
-0.00385 |
| 3 Month |
|
0.11693 |
|
0.00220 |
| 6 Month |
|
0.19487 |
|
0.00834 |
| 12 Month |
|
0.38003 |
|
0.01648 |
|
|
|
|
|
| LIBOR |
12/22/21 |
|
|
|
| 1 Month |
|
0.10275 |
|
-0.00150 |
| 3 Month |
|
0.21138 |
|
-0.00462 |
| 6 Month |
|
0.32638 |
|
0.00088 |
| 12 Month |
|
0.55338 |
|
0.01038 |
|
|
|
|
|
| BSBY INDEX |
12/22/21 |
|
|
|
| 1 Month |
|
0.07918 |
|
0.00685 |
| 3 Month |
|
0.19279 |
|
0.00520 |
| 6 Month |
|
0.28879 |
|
0.00580 |
| 12 Month |
|
0.44750 |
|
0.00140 |
|
|
|
|
|
| SOFR RATES |
12/22/21 |
|
|
|
| 1 Month |
|
0.04980 |
|
-0.00503 |
| 3 Month |
|
0.05310 |
|
-0.00309 |
| 6 Month |
|
0.07812 |
|
0.00145 |
| 12 Month |
|
0.34980 |
|
0.01201 |
curves.12.22.21
