| Date | Settles | Change | ||
| AMERIBOR | 11/28/21 | |||
| 1 Month | 0.10094 | 0.00147 | ||
| 3 Month | 0.09870 | -0.00150 | ||
| 6 Month | 0.11814 | -0.01266 | ||
| 12 Month | 0.22875 | -0.06359 | ||
| LIBOR | 11/29/21 | |||
| 1 Month | 0.09925 | 0.00885 | ||
| 3 Month | 0.17088 | 0.00447 | ||
| 6 Month | 0.24600 | 0.01573 | ||
| 12 Month | 0.41988 | 0.00950 | ||
| BSBY INDEX | 11/29/21 | |||
| 1 Month | 0.06467 | -0.00028 | ||
| 3 Month | 0.16564 | 0.00265 | ||
| 6 Month | 0.23396 | 0.00895 | ||
| 12 Month | 0.38884 | 0.01249 | ||
| SOFR RATES | 11/29/21 | |||
| 1 Month | 0.04980 | -0.00108 | ||
| 3 Month | 0.05310 | -0.00029 | ||
| 6 Month | 0.07812 | -0.00622 | ||
| 12 Month | 0.20665 | 0.00024 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/11/curves.11.29.21.pdf”]