| Date | Settles | Change | ||
| AMERIBOR | 12/20/21 | |||
| 1 Month | 0.10094 | 0.00468 | ||
| 3 Month | 0.11473 | -0.00025 | ||
| 6 Month | 0.18653 | -0.00357 | ||
| 12 Month | 0.06355 | -0.30982 | ||
| LIBOR | 12/21/21 | |||
| 1 Month | 0.10425 | 0.00075 | ||
| 3 Month | 0.21600 | 0.00175 | ||
| 6 Month | 0.32550 | 0.00887 | ||
| 12 Month | 0.54300 | 0.01112 | ||
| BSBY INDEX | 12/21/21 | |||
| 1 Month | 0.07233 | -0.00686 | ||
| 3 Month | 0.18759 | 0.00018 | ||
| 6 Month | 0.28299 | 0.00215 | ||
| 12 Month | 0.44610 | 0.00296 | ||
| SOFR RATES | 12/21/21 | |||
| 1 Month | 0.04980 | 0.00336 | ||
| 3 Month | 0.05310 | 0.00524 | ||
| 6 Month | 0.07812 | 0.00585 | ||
| 12 Month | 0.33779 | 0.00612 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/12/Missile-12.pdf” title=”Missile”] [pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/12/curves.12.21.21.pdf”]