| Date | Settles | Change | ||
| AMERIBOR | 10/15/21 | |||
| 1 Month | 0.08460 | -0.00288 | ||
| 3 Month | 0.08413 | -0.00097 | ||
| 6 Month | 0.09142 | -0.00006 | ||
| 12 Month | 0.10212 | -0.00372 | ||
| LIBOR | 10/18/21 | |||
| 1 Month | 0.08563 | 0.00525 | ||
| 3 Month | 0.13150 | 0.00787 | ||
| 6 Month | 0.16625 | 0.00575 | ||
| 12 Month | 0.30213 | 0.02250 | ||
| BSBY INDEX | 10/18/21 | |||
| 1 Month | 0.06025 | -0.00051 | ||
| 3 Month | 0.10474 | 0.00094 | ||
| 6 Month | 0.14837 | 0.00227 | ||
| 12 Month | 0.21950 | 0.00697 | ||
| SOFR RATES | 10/18/21 | |||
| 1 Month | 0.05134 | 0.00011 | ||
| 3 Month | 0.05311 | 0.00020 | ||
| 6 Month | 0.05876 | 0.00150 | ||
| 12 Month | 0.12480 | 0.01896 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/10/curves.10.18.21.pdf”]