| Date | Settles | Change | ||
| AMERIBOR | 11/29/21 | |||
| 1 Month | 0.10094 | 0.00176 | ||
| 3 Month | 0.10051 | 0.00181 | ||
| 6 Month | 0.12106 | 0.00292 | ||
| 12 Month | 0.23129 | 0.00254 | ||
| LIBOR | 11/30/21 | |||
| 1 Month | 0.09400 | -0.00525 | ||
| 3 Month | 0.17325 | 0.00237 | ||
| 6 Month | 0.24325 | -0.00275 | ||
| 12 Month | 0.38238 | -0.03750 | ||
| BSBY INDEX | 11/30/21 | |||
| 1 Month | 0.06340 | -0.00127 | ||
| 3 Month | 0.16452 | -0.00112 | ||
| 6 Month | 0.23618 | 0.00222 | ||
| 12 Month | 0.38580 | -0.00304 | ||
| SOFR RATES | 11/30/21 | |||
| 1 Month | 0.04980 | 0.00004 | ||
| 3 Month | 0.05310 | 0.00004 | ||
| 6 Month | 0.07812 | -0.00025 | ||
| 12 Month | 0.16983 | -0.03682 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/11/curves.11.30.21.pdf”]