|
Date |
Settles |
|
Change |
| AMERIBOR |
10/22/21 |
|
|
|
| 1 Month |
|
0.12313 |
|
-0.01728 |
| 3 Month |
|
0.10619 |
|
-0.01229 |
| 6 Month |
|
0.10901 |
|
-0.00348 |
| 12 Month |
|
0.11957 |
|
0.00079 |
|
|
|
|
|
| LIBOR |
10/25/21 |
|
|
|
| 1 Month |
|
0.08775 |
|
-0.00013 |
| 3 Month |
|
0.13450 |
|
0.00962 |
| 6 Month |
|
0.17788 |
|
0.00588 |
| 12 Month |
|
0.32938 |
|
0.01250 |
|
|
|
|
|
| BSBY INDEX |
10/25/21 |
|
|
|
| 1 Month |
|
0.05959 |
|
0.00087 |
| 3 Month |
|
0.10831 |
|
0.00046 |
| 6 Month |
|
0.15750 |
|
0.00101 |
| 12 Month |
|
0.25203 |
|
0.00381 |
|
|
|
|
|
| SOFR RATES |
10/25/21 |
|
|
|
| 1 Month |
|
0.04622 |
|
0.00145 |
| 3 Month |
|
0.04673 |
|
-0.00219 |
| 6 Month |
|
0.05973 |
|
0.00055 |
| 12 Month |
|
0.15044 |
|
0.01092 |
curves.10.25.21
