| Date | Settles | Change | ||
| AMERIBOR | 11/15/21 | |||
| 1 Month | 0.09945 | 0.00267 | ||
| 3 Month | 0.09959 | -0.00110 | ||
| 6 Month | 0.11567 | -0.00006 | ||
| 12 Month | 0.23520 | -0.00021 | ||
| LIBOR | 11/16/21 | |||
| 1 Month | 0.08888 | -0.00225 | ||
| 3 Month | 0.16000 | 0.00212 | ||
| 6 Month | 0.22775 | 0.00237 | ||
| 12 Month | 0.39913 | 0.00488 | ||
| BSBY INDEX | 11/16/21 | |||
| 1 Month | 0.05743 | -0.00036 | ||
| 3 Month | 0.14593 | 0.00241 | ||
| 6 Month | 0.20760 | -0.00123 | ||
| 12 Month | 0.31681 | 0.00663 | ||
| SOFR RATES | 11/16/21 | |||
| 1 Month | 0.04500 | -0.00002 | ||
| 3 Month | 0.05087 | 0.00093 | ||
| 6 Month | 0.07223 | 0.00546 | ||
| 12 Month | 0.20340 | 0.00869 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/11/curves.11.16.21.pdf”]