Date Settles Change
AMERIBOR 10/1/21
1 Month 0.09612 0.00360
3 Month 0.09411 0.00073
6 Month 0.09409 0.00098
12 Month 0.09514 0.00175
LIBOR 10/4/21
1 Month 0.07788 0.00263
3 Month 0.12663 -0.00650
6 Month 0.15550 -0.00150
12 Month 0.23200 -0.00288
BSBY INDEX 10/4/21
1 Month 0.05932 0.00989
3 Month 0.09219 -0.00090
6 Month 0.13625 -0.00220
12 Month 0.19396 0.00050
SOFR RATES 10/4/21
1 Month 0.05931 0.00565
3 Month 0.05634 0.00174
6 Month 0.05945 0.00547
12 Month 0.06981 0.01296
curves.10.4.21