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