| Date | Settles | Change | ||
| AMERIBOR | 11/18/21 | |||
| 1 Month | 0.09339 | -0.00087 | ||
| 3 Month | 0.09951 | -0.00059 | ||
| 6 Month | 0.11482 | -0.00176 | ||
| 12 Month | 0.22702 | -0.00290 | ||
| LIBOR | 11/19/21 | |||
| 1 Month | 0.09338 | 0.00225 | ||
| 3 Month | 0.16400 | 0.00437 | ||
| 6 Month | 0.22938 | 0.00588 | ||
| 12 Month | 0.38975 | 0.00000 | ||
| BSBY INDEX | 11/19/21 | |||
| 1 Month | 0.05868 | 0.00232 | ||
| 3 Month | 0.15259 | 0.00181 | ||
| 6 Month | 0.21745 | 0.00168 | ||
| 12 Month | 0.34946 | 0.00650 | ||
| SOFR RATES | 11/19/21 | |||
| 1 Month | 0.04723 | -0.00013 | ||
| 3 Month | 0.05110 | -0.00086 | ||
| 6 Month | 0.06690 | -0.00463 | ||
| 12 Month | 0.17665 | -0.01508 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/11/curves.11.19.21.pdf”]