| Date | Settles | Change | ||
| AMERIBOR | 12/10/21 | |||
| 1 Month | 0.10094 | 0.00186 | ||
| 3 Month | 0.10665 | 0.00037 | ||
| 6 Month | 0.15978 | 0.00281 | ||
| 12 Month | 0.32109 | -0.00369 | ||
| LIBOR | 12/13/21 | |||
| 1 Month | 0.10975 | 0.00112 | ||
| 3 Month | 0.20275 | 0.00450 | ||
| 6 Month | 0.29513 | 0.00688 | ||
| 12 Month | 0.50500 | -0.00438 | ||
| BSBY INDEX | 12/13/21 | |||
| 1 Month | 0.06307 | -0.00645 | ||
| 3 Month | 0.17975 | -0.00048 | ||
| 6 Month | 0.27463 | 0.00325 | ||
| 12 Month | 0.43729 | 0.00360 | ||
| SOFR RATES | 12/13/21 | |||
| 1 Month | 0.04980 | -0.00227 | ||
| 3 Month | 0.05310 | 0.00039 | ||
| 6 Month | 0.07812 | 0.00612 | ||
| 12 Month | 0.28774 | -0.00862 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/12/curves.12.13.21.pdf”]