| Date | Settles | Change | ||
| AMERIBOR | 12/21/21 | |||
| 1 Month | 0.10094 | -0.00385 | ||
| 3 Month | 0.11693 | 0.00220 | ||
| 6 Month | 0.19487 | 0.00834 | ||
| 12 Month | 0.38003 | 0.01648 | ||
| LIBOR | 12/22/21 | |||
| 1 Month | 0.10275 | -0.00150 | ||
| 3 Month | 0.21138 | -0.00462 | ||
| 6 Month | 0.32638 | 0.00088 | ||
| 12 Month | 0.55338 | 0.01038 | ||
| BSBY INDEX | 12/22/21 | |||
| 1 Month | 0.07918 | 0.00685 | ||
| 3 Month | 0.19279 | 0.00520 | ||
| 6 Month | 0.28879 | 0.00580 | ||
| 12 Month | 0.44750 | 0.00140 | ||
| SOFR RATES | 12/22/21 | |||
| 1 Month | 0.04980 | -0.00503 | ||
| 3 Month | 0.05310 | -0.00309 | ||
| 6 Month | 0.07812 | 0.00145 | ||
| 12 Month | 0.34980 | 0.01201 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/12/curves.12.22.21.pdf”]