| Date | Settles | Change | ||
| AMERIBOR | 9/17/21 | |||
| 1 Month | 0.08676 | -0.00252 | ||
| 3 Month | 0.09315 | -0.00083 | ||
| 6 Month | 0.09454 | -0.00042 | ||
| 12 Month | 0.09483 | -0.00020 | ||
| LIBOR | 9/20/21 | |||
| 1 Month | 0.08350 | 0.00000 | ||
| 3 Month | 0.12538 | 0.00150 | ||
| 6 Month | 0.15250 | 0.00025 | ||
| 12 Month | 0.22613 | 0.00175 | ||
| BSBY INDEX | 9/20/21 | |||
| 1 Month | 0.05957 | -0.00069 | ||
| 3 Month | 0.09450 | -0.00094 | ||
| 6 Month | 0.12843 | -0.00058 | ||
| 12 Month | 0.18062 | 0.00254 | ||
| SOFR RATES | 9/20/21 | |||
| 1 Month | 0.05761 | 0.00370 | ||
| 3 Month | 0.06096 | 0.00460 | ||
| 6 Month | 0.05832 | 0.00467 | ||
| 12 Month | 0.06069 | 0.00248[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/09/curves.9.20.21.pdf”] |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/09/curves.9.20.21.pdf”]