|
Date |
Settles |
|
Change |
| AMERIBOR |
10/12/21 |
|
|
|
| 1 Month |
|
0.09252 |
|
-0.00144 |
| 3 Month |
|
0.08919 |
|
-0.00215 |
| 6 Month |
|
0.09181 |
|
-0.00281 |
| 12 Month |
|
0.09527 |
|
-0.00465 |
|
|
|
|
|
| LIBOR |
10/13/21 |
|
|
|
| 1 Month |
|
0.09025 |
|
0.00237 |
| 3 Month |
|
0.12375 |
|
-0.00300 |
| 6 Month |
|
0.15675 |
|
-0.00038 |
| 12 Month |
|
0.26575 |
|
0.00437 |
|
|
|
|
|
| BSBY INDEX |
10/13/21 |
|
|
|
| 1 Month |
|
0.06179 |
|
-0.00027 |
| 3 Month |
|
0.10057 |
|
0.00162 |
| 6 Month |
|
0.14032 |
|
0.00089 |
| 12 Month |
|
0.19984 |
|
0.00222 |
|
|
|
|
|
| SOFR RATES |
10/13/21 |
|
|
|
| 1 Month |
|
0.05332 |
|
0.00103 |
| 3 Month |
|
0.05619 |
|
0.00011 |
| 6 Month |
|
0.05761 |
|
0.00008 |
| 12 Month |
|
0.09551 |
|
0.00287 |
curves.10.13.21
