Date | Settles | Change | ||
AMERIBOR | 11/23/21 | |||
1 Month | 0.10169 | 0.00126 | ||
3 Month | 0.10203 | 0.00155 | ||
6 Month | 0.12643 | -0.00040 | ||
12 Month | 0.26867 | -0.00830 | ||
LIBOR | 11/24/21 | |||
1 Month | 0.09160 | -0.00040 | ||
3 Month | 0.18030 | 0.00230 | ||
6 Month | 0.25100 | -0.00088 | ||
12 Month | 0.44588 | -0.00312 | ||
BSBY INDEX | 11/24/21 | |||
1 Month | 0.06502 | 0.00009 | ||
3 Month | 0.16299 | 0.00489 | ||
6 Month | 0.22501 | 0.00620 | ||
12 Month | 0.35829 | 0.01111 | ||
SOFR RATES | 11/24/21 | |||
1 Month | 0.05071 | 0.00007 | ||
3 Month | 0.05448 | -0.00107 | ||
6 Month | 0.08533 | -0.00009 | ||
12 Month | 0.23540 | -0.00502 |
https://fixedincomegroup.com/wp/wp-content/uploads/2021/11/curves.11.24.21.pdf