| Date | Settles | Change | ||
| AMERIBOR | 11/16/21 | |||
| 1 Month | 0.09489 | -0.00456 | ||
| 3 Month | 0.10047 | 0.00088 | ||
| 6 Month | 0.11573 | 0.00006 | ||
| 12 Month | 0.23407 | -0.00113 | ||
| LIBOR | 11/17/21 | |||
| 1 Month | 0.08875 | -0.00013 | ||
| 3 Month | 0.15750 | -0.00250 | ||
| 6 Month | 0.22863 | 0.00088 | ||
| 12 Month | 0.39863 | -0.00050 | ||
| BSBY INDEX | 11/17/21 | |||
| 1 Month | 0.05683 | -0.00060 | ||
| 3 Month | 0.14769 | 0.00176 | ||
| 6 Month | 0.21126 | 0.00366 | ||
| 12 Month | 0.33619 | 0.01938 | ||
| SOFR RATES | 11/17/21 | |||
| 1 Month | 0.04735 | 0.00235 | ||
| 3 Month | 0.05180 | 0.00093 | ||
| 6 Month | 0.07274 | 0.00051 | ||
| 12 Month | 0.20270 | -0.00070 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/11/curves.11.17.21.pdf”]