| Date | Settles | Change | ||
| AMERIBOR | 10/11/21 | |||
| 1 Month | 0.09396 | -0.00108 | ||
| 3 Month | 0.09134 | -0.00204 | ||
| 6 Month | 0.09462 | -0.00038 | ||
| 12 Month | 0.09992 | 0.00234 | ||
| LIBOR | 10/12/21 | |||
| 1 Month | 0.08788 | 0.00425 | ||
| 3 Month | 0.12675 | 0.00562 | ||
| 6 Month | 0.15713 | 0.00063 | ||
| 12 Month | 0.26138 | 0.01438 | ||
| BSBY INDEX | 10/12/21 | |||
| 1 Month | 0.06206 | -0.00006 | ||
| 3 Month | 0.09895 | -0.00123 | ||
| 6 Month | 0.13943 | 0.00214 | ||
| 12 Month | 0.19762 | 0.00052 | ||
| SOFR RATES | 10/12/21 | |||
| 1 Month | 0.05229 | 0.00113 | ||
| 3 Month | 0.05608 | 0.00178 | ||
| 6 Month | 0.05753 | 0.00289 | ||
| 12 Month | 0.09264 | 0.01449 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/10/curves.10.12.21.pdf”]