|
Date |
Settles |
|
Change |
| AMERIBOR |
10/25/21 |
|
|
|
| 1 Month |
|
0.10152 |
|
-0.02161 |
| 3 Month |
|
0.09641 |
|
-0.00978 |
| 6 Month |
|
0.10158 |
|
-0.00743 |
| 12 Month |
|
0.11080 |
|
-0.00877 |
|
|
|
|
|
| LIBOR |
10/26/21 |
|
|
|
| 1 Month |
|
0.08700 |
|
-0.00075 |
| 3 Month |
|
0.13588 |
|
0.00138 |
| 6 Month |
|
0.17625 |
|
-0.00163 |
| 12 Month |
|
0.32275 |
|
-0.00663 |
|
|
|
|
|
| BSBY INDEX |
10/26/21 |
|
|
|
| 1 Month |
|
0.05916 |
|
-0.00043 |
| 3 Month |
|
0.10730 |
|
-0.00101 |
| 6 Month |
|
0.15970 |
|
0.00220 |
| 12 Month |
|
0.25638 |
|
0.00435 |
|
|
|
|
|
| SOFR RATES |
10/26/21 |
|
|
|
| 1 Month |
|
0.04416 |
|
-0.00206 |
| 3 Month |
|
0.04609 |
|
-0.00064 |
| 6 Month |
|
0.05724 |
|
-0.00249 |
| 12 Month |
|
0.14361 |
|
-0.00683 |
curves.10.26.21
