| ` | Date | Settles | Change | |
| AMERIBOR | 10/14/21 | |||
| 1 Month | 0.08748 | -0.00216 | ||
| 3 Month | 0.08510 | -0.00155 | ||
| 6 Month | 0.09148 | 0.00051 | ||
| 12 Month | 0.10584 | 0.00900 | ||
| LIBOR | 10/15/21 | |||
| 1 Month | 0.08038 | -0.00550 | ||
| 3 Month | 0.12363 | 0.00138 | ||
| 6 Month | 0.16050 | 0.00125 | ||
| 12 Month | 0.27963 | 0.00700 | ||
| BSBY INDEX | 10/15/21 | |||
| 1 Month | 0.06076 | -0.00087 | ||
| 3 Month | 0.10380 | 0.00233 | ||
| 6 Month | 0.14610 | 0.00254 | ||
| 12 Month | 0.21253 | 0.00685 | ||
| SOFR RATES | 10/15/21 | |||
| 1 Month | 0.05123 | -0.00218 | ||
| 3 Month | 0.05291 | -0.00402 | ||
| 6 Month | 0.05726 | -0.00325 | ||
| 12 Month | 0.10584 | 0.00222 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/10/curves.10.15.21.pdf”]