| Date | Settles | Change | ||
| AMERIBOR | 12/15/21 | |||
| 1 Month | 0.10094 | 0.00411 | ||
| 3 Month | 0.10959 | 0.00331 | ||
| 6 Month | 0.17536 | 0.01839 | ||
| 12 Month | 0.35374 | 0.02896 | ||
| LIBOR | 12/16/21 | |||
| 1 Month | 0.10388 | -0.00475 | ||
| 3 Month | 0.21363 | -0.00200 | ||
| 6 Month | 0.31150 | -0.01000 | ||
| 12 Month | 0.52463 | 0.00775 | ||
| BSBY INDEX | 12/16/21 | |||
| 1 Month | 0.07589 | 0.00499 | ||
| 3 Month | 0.19238 | 0.00472 | ||
| 6 Month | 0.27909 | -0.00071 | ||
| 12 Month | 0.44450 | -0.00182 | ||
| SOFR RATES | 12/16/21 | |||
| 1 Month | 0.04980 | 0.00039 | ||
| 3 Month | 0.05310 | 0.00555 | ||
| 6 Month | 0.07812 | 0.02704 | ||
| 12 Month | 0.32174 | 0.02538 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/12/curves.12.16.21.pdf”]