| Date | Settles | Change | ||
| AMERIBOR | 10/13/21 | |||
| 1 Month | 0.08964 | -0.00288 | ||
| 3 Month | 0.08665 | -0.00254 | ||
| 6 Month | 0.09097 | -0.00084 | ||
| 12 Month | 0.09684 | 0.00157 | ||
| LIBOR | 10/14/21 | |||
| 1 Month | 0.08588 | -0.00437 | ||
| 3 Month | 0.12225 | -0.00150 | ||
| 6 Month | 0.15925 | 0.00250 | ||
| 12 Month | 0.27263 | 0.00688 | ||
| BSBY INDEX | 10/14/21 | |||
| 1 Month | 0.06163 | -0.00016 | ||
| 3 Month | 0.10147 | 0.00090 | ||
| 6 Month | 0.14356 | 0.00324 | ||
| 12 Month | 0.20568 | 0.00584 | ||
| SOFR RATES | 10/14/21 | |||
| 1 Month | 0.05341 | 0.00009 | ||
| 3 Month | 0.05693 | 0.00074 | ||
| 6 Month | 0.06051 | 0.00290 | ||
| 12 Month | 0.10362 | 0.00811 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/10/curves.10.14.21.pdf”]