| Date | Settles | Change | ||
| AMERIBOR | 10/26/21 | |||
| 1 Month | 0.09648 | -0.00504 | ||
| 3 Month | 0.09425 | -0.00216 | ||
| 6 Month | 0.10024 | -0.00134 | ||
| 12 Month | 0.11013 | -0.00067 | ||
| LIBOR | 10/27/21 | |||
| 1 Month | 0.08700 | 0.00000 | ||
| 3 Month | 0.12863 | -0.00725 | ||
| 6 Month | 0.17963 | 0.00338 | ||
| 12 Month | 0.33225 | 0.00950 | ||
| BSBY INDEX | 10/27/21 | |||
| 1 Month | 0.05978 | 0.00062 | ||
| 3 Month | 0.11337 | 0.00607 | ||
| 6 Month | 0.16200 | 0.00230 | ||
| 12 Month | 0.26424 | 0.00786 | ||
| SOFR RATES | 10/27/21 | |||
| 1 Month | 0.04465 | 0.00049 | ||
| 3 Month | 0.04631 | 0.00022 | ||
| 6 Month | 0.05749 | 0.00025 | ||
| 12 Month | 0.14923 | 0.00562 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/10/curves.10.27.21.pdf”]