| Date | Settles | Change | ||
| AMERIBOR | 12/16/21 | |||
| 1 Month | 0.10094 | -0.00057 | ||
| 3 Month | 0.10995 | 0.00036 | ||
| 6 Month | 0.17440 | -0.00096 | ||
| 12 Month | 0.34716 | -0.00658 | ||
| LIBOR | 12/17/21 | |||
| 1 Month | 0.10250 | -0.00138 | ||
| 3 Month | 0.21263 | -0.00100 | ||
| 6 Month | 0.31275 | 0.00125 | ||
| 12 Month | 0.52963 | 0.00500 | ||
| BSBY INDEX | 12/17/21 | |||
| 1 Month | 0.06894 | -0.00695 | ||
| 3 Month | 0.19290 | 0.00052 | ||
| 6 Month | 0.28040 | 0.00131 | ||
| 12 Month | 0.44304 | -0.00146 | ||
| SOFR RATES | 12/17/21 | |||
| 1 Month | 0.04980 | -0.00244 | ||
| 3 Month | 0.05310 | -0.00226 | ||
| 6 Month | 0.07812 | -0.00055 | ||
| 12 Month | 0.31275 | -0.00899 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/12/curves.12.17.21.pdf”]