|
Date |
Settles |
|
Change |
| AMERIBOR |
11/2/21 |
|
|
|
| 1 Month |
|
0.09935 |
|
-0.01662 |
| 3 Month |
|
0.09930 |
|
-0.00771 |
| 6 Month |
|
0.10785 |
|
-0.00137 |
| 12 Month |
|
0.18729 |
|
-0.02101 |
|
|
|
|
|
| LIBOR |
11/3/21 |
|
|
|
| 1 Month |
|
0.08550 |
|
0.00462 |
| 3 Month |
|
0.13975 |
|
-0.00525 |
| 6 Month |
|
0.21850 |
|
-0.00225 |
| 12 Month |
|
0.35763 |
|
-0.00075 |
|
|
|
|
|
| BSBY INDEX |
11/3/21 |
|
|
|
| 1 Month |
|
0.06027 |
|
-0.00062 |
| 3 Month |
|
0.12703 |
|
0.00565 |
| 6 Month |
|
0.17922 |
|
0.00459 |
| 12 Month |
|
0.30732 |
|
0.00979 |
|
|
|
|
|
| SOFR RATES |
11/3/21 |
|
|
|
| 1 Month |
|
0.04332 |
|
-0.00029 |
| 3 Month |
|
0.04648 |
|
0.00001 |
| 6 Month |
|
0.05667 |
|
-0.00664 |
| 12 Month |
|
0.14650 |
|
-0.01495 |
curves.11.3.21_3
