| Date | Settles | Change | ||
| AMERIBOR | 9/30/21 | |||
| 1 Month | 0.09252 | 0.00828 | ||
| 3 Month | 0.09338 | 0.00272 | ||
| 6 Month | 0.09311 | 0.00026 | ||
| 12 Month | 0.09339 | -0.00060 | ||
| LIBOR | 10/1/21 | |||
| 1 Month | 0.07525 | -0.00500 | ||
| 3 Month | 0.13313 | 0.00300 | ||
| 6 Month | 0.15700 | -0.00150 | ||
| 12 Month | 0.23488 | -0.00175 | ||
| BSBY INDEX | 10/1/21 | |||
| 1 Month | 0.04943 | 0.00279 | ||
| 3 Month | 0.09309 | -0.00376 | ||
| 6 Month | 0.13845 | 0.00163 | ||
| 12 Month | 0.19346 | -0.00011 | ||
| SOFR RATES | 10/1/21 | |||
| 1 Month | 0.05366 | -0.00494 | ||
| 3 Month | 0.05460 | -0.00515 | ||
| 6 Month | 0.05398 | -0.00342 | ||
| 12 Month | 0.05685 | -0.01727 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/10/curves.11.1.21.pdf”]