| Date | Settles | Change | ||
| AMERIBOR | 8/27/21 | |||
| 1 Month | 0.15013 | 0.0328 | ||
| 3 Month | 0.11696 | 0.0110 | ||
| 6 Month | 0.1059 | 0.0046 | ||
| 12 Month | 0.09935 | -0.0001 | ||
| LIBOR | 8/30/21 | |||
| 1 Month | 0.086 | 0.0000 | ||
| 3 Month | 0.11988 | 0.0000 | ||
| 6 Month | 0.15475 | 0.0000 | ||
| 12 Month | 0.23513 | 0.0000 | ||
| BSBY INDEX | 8/30/21 | |||
| 1 Month | 0.05902 | -0.0007 | ||
| 3 Month | 0.0971 | -0.0009 | ||
| 6 Month | 0.13 | -0.0022 | ||
| 12 Month | 0.18212 | -0.0013 | ||
| SOFR RATES | 8/30/21 | |||
| 1 Month | 0.05004 | -0.0012 | ||
| 3 Month | 0.05163 | -0.0020 | ||
| 6 Month | 0.05334 | -0.0010 | ||
| 12 Month | 0.05825 | -0.0046 |
No Libor settle today. UK Bank Holiday
curves.8.30.21