| |
Date |
Settles |
|
Change |
| AMERIBOR |
10/15/21 |
|
|
|
| 1 Month |
|
0.08460 |
|
-0.00288 |
| 3 Month |
|
0.08413 |
|
-0.00097 |
| 6 Month |
|
0.09142 |
|
-0.00006 |
| 12 Month |
|
0.10212 |
|
-0.00372 |
| |
|
|
|
|
| LIBOR |
10/18/21 |
|
|
|
| 1 Month |
|
0.08563 |
|
0.00525 |
| 3 Month |
|
0.13150 |
|
0.00787 |
| 6 Month |
|
0.16625 |
|
0.00575 |
| 12 Month |
|
0.30213 |
|
0.02250 |
| |
|
|
|
|
| BSBY INDEX |
10/18/21 |
|
|
|
| 1 Month |
|
0.06025 |
|
-0.00051 |
| 3 Month |
|
0.10474 |
|
0.00094 |
| 6 Month |
|
0.14837 |
|
0.00227 |
| 12 Month |
|
0.21950 |
|
0.00697 |
| |
|
|
|
|
| SOFR RATES |
10/18/21 |
|
|
|
| 1 Month |
|
0.05134 |
|
0.00011 |
| 3 Month |
|
0.05311 |
|
0.00020 |
| 6 Month |
|
0.05876 |
|
0.00150 |
| 12 Month |
|
0.12480 |
|
0.01896 |
curves.10.18.21
