|
Date |
Settles |
|
Change |
| AMERIBOR |
9/29/21 |
|
|
|
| 1 Month |
|
0.08424 |
|
-0.01044 |
| 3 Month |
|
0.09066 |
|
-0.00430 |
| 6 Month |
|
0.09285 |
|
-0.00217 |
| 12 Month |
|
0.09399 |
|
-0.00107 |
|
|
|
|
|
| LIBOR |
9/30/21 |
|
|
|
| 1 Month |
|
0.08025 |
|
-0.00213 |
| 3 Month |
|
0.13013 |
|
-0.00075 |
| 6 Month |
|
0.15850 |
|
0.00112 |
| 12 Month |
|
0.23663 |
|
-0.00187 |
|
|
|
|
|
| BSBY INDEX |
9/30/21 |
|
|
|
| 1 Month |
|
0.04664 |
|
-0.00202 |
| 3 Month |
|
0.09685 |
|
-0.00245 |
| 6 Month |
|
0.13682 |
|
0.00085 |
| 12 Month |
|
0.19357 |
|
0.00231 |
|
|
|
|
|
| SOFR RATES |
9/30/21 |
|
|
|
| 1 Month |
|
0.05860 |
|
-0.00210 |
| 3 Month |
|
0.05975 |
|
-0.00056 |
| 6 Month |
|
0.05740 |
|
-0.00040 |
| 12 Month |
|
0.07412 |
|
0.00146 |
curves.9.30.21
