|
Date |
Settles |
|
Change |
| AMERIBOR |
9/17/21 |
|
|
|
| 1 Month |
|
0.08676 |
|
-0.00252 |
| 3 Month |
|
0.09315 |
|
-0.00083 |
| 6 Month |
|
0.09454 |
|
-0.00042 |
| 12 Month |
|
0.09483 |
|
-0.00020 |
|
|
|
|
|
| LIBOR |
9/20/21 |
|
|
|
| 1 Month |
|
0.08350 |
|
0.00000 |
| 3 Month |
|
0.12538 |
|
0.00150 |
| 6 Month |
|
0.15250 |
|
0.00025 |
| 12 Month |
|
0.22613 |
|
0.00175 |
|
|
|
|
|
| BSBY INDEX |
9/20/21 |
|
|
|
| 1 Month |
|
0.05957 |
|
-0.00069 |
| 3 Month |
|
0.09450 |
|
-0.00094 |
| 6 Month |
|
0.12843 |
|
-0.00058 |
| 12 Month |
|
0.18062 |
|
0.00254 |
|
|
|
|
|
| SOFR RATES |
9/20/21 |
|
|
|
| 1 Month |
|
0.05761 |
|
0.00370 |
| 3 Month |
|
0.06096 |
|
0.00460 |
| 6 Month |
|
0.05832 |
|
0.00467 |
| 12 Month |
|
0.06069 |
|
0.00248curves.9.20.21
|
curves.9.20.21
