| Date | Settles | Change | ||
| AMERIBOR | 12/22/21 | |||
| 1 Month | 0.10094 | -0.00214 | ||
| 3 Month | 0.11698 | 0.00005 | ||
| 6 Month | 0.19764 | 0.00277 | ||
| 12 Month | 0.38497 | 0.00494 | ||
| LIBOR | 12/23/21 | |||
| 1 Month | 0.10188 | -0.00087 | ||
| 3 Month | 0.21975 | 0.00837 | ||
| 6 Month | 0.33638 | 0.01000 | ||
| 12 Month | 0.56113 | 0.00775 | ||
| BSBY INDEX | 12/23/21 | |||
| 1 Month | 0.07789 | -0.00129 | ||
| 3 Month | 0.19006 | -0.00273 | ||
| 6 Month | 0.28906 | 0.00027 | ||
| 12 Month | 0.44931 | 0.00181 | ||
| SOFR RATES | 12/23/21 | |||
| 1 Month | 0.04980 | -0.00028 | ||
| 3 Month | 0.05310 | 0.00197 | ||
| 6 Month | 0.07812 | 0.00670 | ||
| 12 Month | 0.35824 | 0.00844 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/12/curves.12.23.21.pdf”]