| Date | Settles | Change | ||
| AMERIBOR | 11/25/21 | |||
| 1 Month | 0.09947 | -0.00222 | ||
| 3 Month | 0.10020 | -0.00183 | ||
| 6 Month | 0.13080 | 0.00437 | ||
| 12 Month | 0.29234 | 0.02367 | ||
| LIBOR | 11/26/21 | |||
| 1 Month | 0.09040 | -0.00120 | ||
| 3 Month | 0.16641 | -0.01389 | ||
| 6 Month | 0.23027 | -0.02073 | ||
| 12 Month | 0.41038 | -0.03550 | ||
| BSBY INDEX | 11/26/21 | |||
| 1 Month | 0.06495 | -0.00007 | ||
| 3 Month | 0.16299 | 0.00000 | ||
| 6 Month | 0.22501 | 0.00000 | ||
| 12 Month | 0.37635 | 0.01806 | ||
| SOFR RATES | 11/26/21 | |||
| 1 Month | 0.05088 | 0.00017 | ||
| 3 Month | 0.05339 | -0.00109 | ||
| 6 Month | 0.08391 | -0.00142 | ||
| 12 Month | 0.20641 | -0.02899 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/11/curves.11.26.21.pdf”]