| Date | Settles | Change | ||
| AMERIBOR | 11/2/21 | |||
| 1 Month | 0.09935 | -0.01662 | ||
| 3 Month | 0.09930 | -0.00771 | ||
| 6 Month | 0.10785 | -0.00137 | ||
| 12 Month | 0.18729 | -0.02101 | ||
| LIBOR | 11/3/21 | |||
| 1 Month | 0.08550 | 0.00462 | ||
| 3 Month | 0.13975 | -0.00525 | ||
| 6 Month | 0.21850 | -0.00225 | ||
| 12 Month | 0.35763 | -0.00075 | ||
| BSBY INDEX | 11/3/21 | |||
| 1 Month | 0.06027 | -0.00062 | ||
| 3 Month | 0.12703 | 0.00565 | ||
| 6 Month | 0.17922 | 0.00459 | ||
| 12 Month | 0.30732 | 0.00979 | ||
| SOFR RATES | 11/3/21 | |||
| 1 Month | 0.04332 | -0.00029 | ||
| 3 Month | 0.04648 | 0.00001 | ||
| 6 Month | 0.05667 | -0.00664 | ||
| 12 Month | 0.14650 | -0.01495 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/11/curves.11.3.21_3.pdf”]