|
Date |
Settles |
|
Change |
| AMERIBOR |
11/12/21 |
|
|
|
| 1 Month |
|
0.09678 |
|
-0.00161 |
| 3 Month |
|
0.10069 |
|
0.00028 |
| 6 Month |
|
0.11573 |
|
0.00308 |
| 12 Month |
|
0.23541 |
|
0.01282 |
|
|
|
|
|
| LIBOR |
11/15/21 |
|
|
|
| 1 Month |
|
0.09113 |
|
0.00203 |
| 3 Month |
|
0.15788 |
|
0.00288 |
| 6 Month |
|
0.22538 |
|
-0.00062 |
| 12 Month |
|
0.39425 |
|
-0.00425 |
|
|
|
|
|
| BSBY INDEX |
11/15/21 |
|
|
|
| 1 Month |
|
0.05779 |
|
-0.00062 |
| 3 Month |
|
0.14352 |
|
0.00025 |
| 6 Month |
|
0.20883 |
|
0.00675 |
| 12 Month |
|
0.31018 |
|
0.00446 |
|
|
|
|
|
| SOFR RATES |
11/15/21 |
|
|
|
| 1 Month |
|
0.04502 |
|
-0.00022 |
| 3 Month |
|
0.04994 |
|
0.00026 |
| 6 Month |
|
0.06677 |
|
0.00029 |
| 12 Month |
|
0.19471 |
|
-0.00263 |
curves.11.15.21
