| Date | Settles | Change | ||
| AMERIBOR | 9/27/21 | |||
| 1 Month | 0.10476 | -0.00793 | ||
| 3 Month | 0.09947 | -0.00295 | ||
| 6 Month | 0.09739 | -0.00302 | ||
| 12 Month | 0.09878 | -0.00150 | ||
| LIBOR | 9/28/21 | |||
| 1 Month | 0.08413 | -0.00262 | ||
| 3 Month | 0.13150 | -0.00025 | ||
| 6 Month | 0.15788 | 0.00288 | ||
| 12 Month | 0.23850 | 0.00250 | ||
| BSBY INDEX | 9/28/21 | |||
| 1 Month | 0.04854 | -0.00540 | ||
| 3 Month | 0.09893 | 0.00256 | ||
| 6 Month | 0.13362 | 0.00365 | ||
| 12 Month | 0.19008 | 0.00452 | ||
| SOFR RATES | 9/28/21 | |||
| 1 Month | 0.05811 | -0.00192 | ||
| 3 Month | 0.05935 | -0.00074 | ||
| 6 Month | 0.05734 | -0.00041 | ||
| 12 Month | 0.07355 | 0.00314 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/09/curves.9.28.21.pdf”]