|
Date |
Settles |
|
Change |
| AMERIBOR |
10/11/21 |
|
|
|
| 1 Month |
|
0.09396 |
|
-0.00108 |
| 3 Month |
|
0.09134 |
|
-0.00204 |
| 6 Month |
|
0.09462 |
|
-0.00038 |
| 12 Month |
|
0.09992 |
|
0.00234 |
|
|
|
|
|
| LIBOR |
10/12/21 |
|
|
|
| 1 Month |
|
0.08788 |
|
0.00425 |
| 3 Month |
|
0.12675 |
|
0.00562 |
| 6 Month |
|
0.15713 |
|
0.00063 |
| 12 Month |
|
0.26138 |
|
0.01438 |
|
|
|
|
|
| BSBY INDEX |
10/12/21 |
|
|
|
| 1 Month |
|
0.06206 |
|
-0.00006 |
| 3 Month |
|
0.09895 |
|
-0.00123 |
| 6 Month |
|
0.13943 |
|
0.00214 |
| 12 Month |
|
0.19762 |
|
0.00052 |
|
|
|
|
|
| SOFR RATES |
10/12/21 |
|
|
|
| 1 Month |
|
0.05229 |
|
0.00113 |
| 3 Month |
|
0.05608 |
|
0.00178 |
| 6 Month |
|
0.05753 |
|
0.00289 |
| 12 Month |
|
0.09264 |
|
0.01449 |
curves.10.12.21
