| Date | Settles | Change | ||
| AMERIBOR | 10/12/21 | |||
| 1 Month | 0.09252 | -0.00144 | ||
| 3 Month | 0.08919 | -0.00215 | ||
| 6 Month | 0.09181 | -0.00281 | ||
| 12 Month | 0.09527 | -0.00465 | ||
| LIBOR | 10/13/21 | |||
| 1 Month | 0.09025 | 0.00237 | ||
| 3 Month | 0.12375 | -0.00300 | ||
| 6 Month | 0.15675 | -0.00038 | ||
| 12 Month | 0.26575 | 0.00437 | ||
| BSBY INDEX | 10/13/21 | |||
| 1 Month | 0.06179 | -0.00027 | ||
| 3 Month | 0.10057 | 0.00162 | ||
| 6 Month | 0.14032 | 0.00089 | ||
| 12 Month | 0.19984 | 0.00222 | ||
| SOFR RATES | 10/13/21 | |||
| 1 Month | 0.05332 | 0.00103 | ||
| 3 Month | 0.05619 | 0.00011 | ||
| 6 Month | 0.05761 | 0.00008 | ||
| 12 Month | 0.09551 | 0.00287 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/10/curves.10.13.21.pdf”]