|
Date |
Settles |
|
Change |
| AMERIBOR |
10/28/21 |
|
|
|
| 1 Month |
|
0.05976 |
|
-0.03816 |
| 3 Month |
|
0.08773 |
|
-0.00996 |
| 6 Month |
|
0.10351 |
|
-0.00035 |
| 12 Month |
|
0.12062 |
|
0.00615 |
|
|
|
|
|
| LIBOR |
10/29/21 |
|
|
|
| 1 Month |
|
0.08750 |
|
0.00112 |
| 3 Month |
|
0.13225 |
|
0.00062 |
| 6 Month |
|
0.20100 |
|
0.00838 |
| 12 Month |
|
0.36113 |
|
-0.00950 |
|
|
|
|
|
| BSBY INDEX |
10/29/21 |
|
|
|
| 1 Month |
|
0.06043 |
|
0.00132 |
| 3 Month |
|
0.12054 |
|
0.00279 |
| 6 Month |
|
0.16894 |
|
0.00439 |
| 12 Month |
|
0.27553 |
|
0.00248 |
|
|
|
|
|
| SOFR RATES |
10/29/21 |
|
|
|
| 1 Month |
|
0.04650 |
|
0.00234 |
| 3 Month |
|
0.04704 |
|
0.00084 |
| 6 Month |
|
0.06054 |
|
0.00297 |
| 12 Month |
|
0.16943 |
|
-0.00884 |
curves.10.29.21
