|
Date |
Settles |
|
Change |
| AMERIBOR |
10/20/21 |
|
|
|
| 1 Month |
|
0.11449 |
|
0.02449 |
| 3 Month |
|
0.10243 |
|
0.01446 |
| 6 Month |
|
0.10251 |
|
0.00739 |
| 12 Month |
|
0.10874 |
|
0.00369 |
|
|
|
|
|
| LIBOR |
10/21/21 |
|
|
|
| 1 Month |
|
0.08925 |
|
0.00350 |
| 3 Month |
|
0.12388 |
|
-0.00437 |
| 6 Month |
|
0.17025 |
|
-0.00025 |
| 12 Month |
|
0.29650 |
|
-0.00025 |
|
|
|
|
|
| BSBY INDEX |
10/21/21 |
|
|
|
| 1 Month |
|
0.05892 |
|
-0.00073 |
| 3 Month |
|
0.10779 |
|
0.00246 |
| 6 Month |
|
0.15458 |
|
0.00384 |
| 12 Month |
|
0.24165 |
|
0.00775 |
|
|
|
|
|
| SOFR RATES |
10/21/21 |
|
|
|
| 1 Month |
|
0.03856 |
|
-0.00894 |
| 3 Month |
|
0.04338 |
|
-0.00460 |
| 6 Month |
|
0.05169 |
|
-0.00430 |
| 12 Month |
|
0.11728 |
|
0.00102 |
curves.10.21.21
