| ` |
Date |
Settles |
|
Change |
| AMERIBOR |
10/14/21 |
|
|
|
| 1 Month |
|
0.08748 |
|
-0.00216 |
| 3 Month |
|
0.08510 |
|
-0.00155 |
| 6 Month |
|
0.09148 |
|
0.00051 |
| 12 Month |
|
0.10584 |
|
0.00900 |
|
|
|
|
|
| LIBOR |
10/15/21 |
|
|
|
| 1 Month |
|
0.08038 |
|
-0.00550 |
| 3 Month |
|
0.12363 |
|
0.00138 |
| 6 Month |
|
0.16050 |
|
0.00125 |
| 12 Month |
|
0.27963 |
|
0.00700 |
|
|
|
|
|
| BSBY INDEX |
10/15/21 |
|
|
|
| 1 Month |
|
0.06076 |
|
-0.00087 |
| 3 Month |
|
0.10380 |
|
0.00233 |
| 6 Month |
|
0.14610 |
|
0.00254 |
| 12 Month |
|
0.21253 |
|
0.00685 |
|
|
|
|
|
| SOFR RATES |
10/15/21 |
|
|
|
| 1 Month |
|
0.05123 |
|
-0.00218 |
| 3 Month |
|
0.05291 |
|
-0.00402 |
| 6 Month |
|
0.05726 |
|
-0.00325 |
| 12 Month |
|
0.10584 |
|
0.00222 |
curves.10.15.21
