| Date | Settles | Change | ||
| AMERIBOR | 10/19/21 | |||
| 1 Month | 0.09000 | 0.00000 | ||
| 3 Month | 0.08797 | 0.00000 | ||
| 6 Month | 0.09512 | 0.00094 | ||
| 12 Month | 0.10505 | 0.00155 | ||
| LIBOR | 10/20/21 | |||
| 1 Month | 0.08575 | 0.00012 | ||
| 3 Month | 0.12825 | -0.00125 | ||
| 6 Month | 0.17050 | 0.00300 | ||
| 12 Month | 0.29675 | 0.00462 | ||
| BSBY INDEX | 10/20/21 | |||
| 1 Month | 0.05965 | -0.00038 | ||
| 3 Month | 0.10533 | 0.00117 | ||
| 6 Month | 0.15074 | 0.00172 | ||
| 12 Month | 0.23390 | 0.00826 | ||
| SOFR RATES | 10/20/21 | |||
| 1 Month | 0.04750 | -0.00133 | ||
| 3 Month | 0.04798 | -0.00434 | ||
| 6 Month | 0.05599 | -0.00285 | ||
| 12 Month | 0.11626 | 0.00088 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/10/curves.10.20.21.pdf”]