|
Date |
Settles |
|
Change |
| AMERIBOR |
9/27/21 |
|
|
|
| 1 Month |
|
0.10476 |
|
-0.00793 |
| 3 Month |
|
0.09947 |
|
-0.00295 |
| 6 Month |
|
0.09739 |
|
-0.00302 |
| 12 Month |
|
0.09878 |
|
-0.00150 |
|
|
|
|
|
| LIBOR |
9/28/21 |
|
|
|
| 1 Month |
|
0.08413 |
|
-0.00262 |
| 3 Month |
|
0.13150 |
|
-0.00025 |
| 6 Month |
|
0.15788 |
|
0.00288 |
| 12 Month |
|
0.23850 |
|
0.00250 |
|
|
|
|
|
| BSBY INDEX |
9/28/21 |
|
|
|
| 1 Month |
|
0.04854 |
|
-0.00540 |
| 3 Month |
|
0.09893 |
|
0.00256 |
| 6 Month |
|
0.13362 |
|
0.00365 |
| 12 Month |
|
0.19008 |
|
0.00452 |
|
|
|
|
|
| SOFR RATES |
9/28/21 |
|
|
|
| 1 Month |
|
0.05811 |
|
-0.00192 |
| 3 Month |
|
0.05935 |
|
-0.00074 |
| 6 Month |
|
0.05734 |
|
-0.00041 |
| 12 Month |
|
0.07355 |
|
0.00314 |
curves.9.28.21
