|
Date |
Settles |
|
Change |
| AMERIBOR |
10/18/21 |
|
|
|
| 1 Month |
|
0.09000 |
|
0.00540 |
| 3 Month |
|
0.08797 |
|
0.00384 |
| 6 Month |
|
0.09418 |
|
0.00276 |
| 12 Month |
|
0.10350 |
|
0.00138 |
|
|
|
|
|
| LIBOR |
10/19/21 |
|
|
|
| 1 Month |
|
0.08563 |
|
0.00000 |
| 3 Month |
|
0.12950 |
|
-0.00200 |
| 6 Month |
|
0.16750 |
|
0.00125 |
| 12 Month |
|
0.29213 |
|
-0.01000 |
|
|
|
|
|
| BSBY INDEX |
10/19/21 |
|
|
|
| 1 Month |
|
0.06003 |
|
-0.00022 |
| 3 Month |
|
0.10416 |
|
-0.00058 |
| 6 Month |
|
0.14902 |
|
0.00065 |
| 12 Month |
|
0.22564 |
|
0.00614 |
|
|
|
|
|
| SOFR RATES |
10/19/21 |
|
|
|
| 1 Month |
|
0.04883 |
|
-0.00251 |
| 3 Month |
|
0.05232 |
|
-0.00079 |
| 6 Month |
|
0.05884 |
|
0.00008 |
| 12 Month |
|
0.11538 |
|
-0.00942 |
curves.10.19.21
