| Date | Settles | Change | ||
| AMERIBOR | 11/4/21 | |||
| 1 Month | 0.10079 | -0.00036 | ||
| 3 Month | 0.09848 | 0.00120 | ||
| 6 Month | 0.10583 | -0.00018 | ||
| 12 Month | 0.19046 | -0.00480 | ||
| LIBOR | 11/5/21 | |||
| 1 Month | 0.08863 | -0.00100 | ||
| 3 Month | 0.14275 | -0.00163 | ||
| 6 Month | 0.22088 | 0.00763 | ||
| 12 Month | 0.35750 | -0.00500 | ||
| BSBY INDEX | 11/5/21 | |||
| 1 Month | 0.05996 | 0.00013 | ||
| 3 Month | 0.13147 | 0.00205 | ||
| 6 Month | 0.18949 | 0.00454 | ||
| 12 Month | 0.30623 | -0.00043 | ||
| SOFR RATES | 11/5/21 | |||
| 1 Month | 0.04279 | -0.00034 | ||
| 3 Month | 0.04302 | -0.00170 | ||
| 6 Month | 0.05483 | -0.00121 | ||
| 12 Month | 0.15723 | -0.00686 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/11/curves.11.5.21.pdf”]