| Date | Settles | Change | ||
| AMERIBOR | 9/29/21 | |||
| 1 Month | 0.08424 | -0.01044 | ||
| 3 Month | 0.09066 | -0.00430 | ||
| 6 Month | 0.09285 | -0.00217 | ||
| 12 Month | 0.09399 | -0.00107 | ||
| LIBOR | 9/30/21 | |||
| 1 Month | 0.08025 | -0.00213 | ||
| 3 Month | 0.13013 | -0.00075 | ||
| 6 Month | 0.15850 | 0.00112 | ||
| 12 Month | 0.23663 | -0.00187 | ||
| BSBY INDEX | 9/30/21 | |||
| 1 Month | 0.04664 | -0.00202 | ||
| 3 Month | 0.09685 | -0.00245 | ||
| 6 Month | 0.13682 | 0.00085 | ||
| 12 Month | 0.19357 | 0.00231 | ||
| SOFR RATES | 9/30/21 | |||
| 1 Month | 0.05860 | -0.00210 | ||
| 3 Month | 0.05975 | -0.00056 | ||
| 6 Month | 0.05740 | -0.00040 | ||
| 12 Month | 0.07412 | 0.00146 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/09/curves.9.30.21.pdf”]