| Date | Settles | Change | ||
| AMERIBOR | 11/19/21 | |||
| 1 Month | 0.09744 | 0.00405 | ||
| 3 Month | 0.09930 | -0.00021 | ||
| 6 Month | 0.11874 | 0.00392 | ||
| 12 Month | 0.24148 | 0.01446 | ||
| LIBOR | 11/22/21 | |||
| 1 Month | 0.09238 | -0.00100 | ||
| 3 Month | 0.16963 | 0.00563 | ||
| 6 Month | 0.24388 | 0.01450 | ||
| 12 Month | 0.42563 | 0.03588 | ||
| BSBY INDEX | 11/22/21 | |||
| 1 Month | 0.06273 | 0.00405 | ||
| 3 Month | 0.15640 | 0.00381 | ||
| 6 Month | 0.21739 | -0.00006 | ||
| 12 Month | 0.34834 | -0.00112 | ||
| SOFR RATES | 11/22/21 | |||
| 1 Month | 0.04698 | -0.00025 | ||
| 3 Month | 0.05250 | 0.00140 | ||
| 6 Month | 0.07580 | 0.00890 | ||
| 12 Month | 0.21920 | 0.04255 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/11/curves.11.22.21.pdf”]