|
Date |
Settles |
|
Change |
| AMERIBOR |
10/13/21 |
|
|
|
| 1 Month |
|
0.08964 |
|
-0.00288 |
| 3 Month |
|
0.08665 |
|
-0.00254 |
| 6 Month |
|
0.09097 |
|
-0.00084 |
| 12 Month |
|
0.09684 |
|
0.00157 |
|
|
|
|
|
| LIBOR |
10/14/21 |
|
|
|
| 1 Month |
|
0.08588 |
|
-0.00437 |
| 3 Month |
|
0.12225 |
|
-0.00150 |
| 6 Month |
|
0.15925 |
|
0.00250 |
| 12 Month |
|
0.27263 |
|
0.00688 |
|
|
|
|
|
| BSBY INDEX |
10/14/21 |
|
|
|
| 1 Month |
|
0.06163 |
|
-0.00016 |
| 3 Month |
|
0.10147 |
|
0.00090 |
| 6 Month |
|
0.14356 |
|
0.00324 |
| 12 Month |
|
0.20568 |
|
0.00584 |
|
|
|
|
|
| SOFR RATES |
10/14/21 |
|
|
|
| 1 Month |
|
0.05341 |
|
0.00009 |
| 3 Month |
|
0.05693 |
|
0.00074 |
| 6 Month |
|
0.06051 |
|
0.00290 |
| 12 Month |
|
0.10362 |
|
0.00811 |
curves.10.14.21
