| Date | Settles | Change | ||
| AMERIBOR | 10/20/21 | |||
| 1 Month | 0.11449 | 0.02449 | ||
| 3 Month | 0.10243 | 0.01446 | ||
| 6 Month | 0.10251 | 0.00739 | ||
| 12 Month | 0.10874 | 0.00369 | ||
| LIBOR | 10/21/21 | |||
| 1 Month | 0.08925 | 0.00350 | ||
| 3 Month | 0.12388 | -0.00437 | ||
| 6 Month | 0.17025 | -0.00025 | ||
| 12 Month | 0.29650 | -0.00025 | ||
| BSBY INDEX | 10/21/21 | |||
| 1 Month | 0.05892 | -0.00073 | ||
| 3 Month | 0.10779 | 0.00246 | ||
| 6 Month | 0.15458 | 0.00384 | ||
| 12 Month | 0.24165 | 0.00775 | ||
| SOFR RATES | 10/21/21 | |||
| 1 Month | 0.03856 | -0.00894 | ||
| 3 Month | 0.04338 | -0.00460 | ||
| 6 Month | 0.05169 | -0.00430 | ||
| 12 Month | 0.11728 | 0.00102 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/10/curves.10.21.21.pdf”]