|
Date |
Settles |
|
Change |
| AMERIBOR |
12/22/21 |
|
|
|
| 1 Month |
|
0.10094 |
|
-0.00214 |
| 3 Month |
|
0.11698 |
|
0.00005 |
| 6 Month |
|
0.19764 |
|
0.00277 |
| 12 Month |
|
0.38497 |
|
0.00494 |
|
|
|
|
|
| LIBOR |
12/23/21 |
|
|
|
| 1 Month |
|
0.10188 |
|
-0.00087 |
| 3 Month |
|
0.21975 |
|
0.00837 |
| 6 Month |
|
0.33638 |
|
0.01000 |
| 12 Month |
|
0.56113 |
|
0.00775 |
|
|
|
|
|
| BSBY INDEX |
12/23/21 |
|
|
|
| 1 Month |
|
0.07789 |
|
-0.00129 |
| 3 Month |
|
0.19006 |
|
-0.00273 |
| 6 Month |
|
0.28906 |
|
0.00027 |
| 12 Month |
|
0.44931 |
|
0.00181 |
|
|
|
|
|
| SOFR RATES |
12/23/21 |
|
|
|
| 1 Month |
|
0.04980 |
|
-0.00028 |
| 3 Month |
|
0.05310 |
|
0.00197 |
| 6 Month |
|
0.07812 |
|
0.00670 |
| 12 Month |
|
0.35824 |
|
0.00844 |
curves.12.23.21
