| Date | Settles | Change | ||
| AMERIBOR | 11/12/21 | |||
| 1 Month | 0.09678 | -0.00161 | ||
| 3 Month | 0.10069 | 0.00028 | ||
| 6 Month | 0.11573 | 0.00308 | ||
| 12 Month | 0.23541 | 0.01282 | ||
| LIBOR | 11/15/21 | |||
| 1 Month | 0.09113 | 0.00203 | ||
| 3 Month | 0.15788 | 0.00288 | ||
| 6 Month | 0.22538 | -0.00062 | ||
| 12 Month | 0.39425 | -0.00425 | ||
| BSBY INDEX | 11/15/21 | |||
| 1 Month | 0.05779 | -0.00062 | ||
| 3 Month | 0.14352 | 0.00025 | ||
| 6 Month | 0.20883 | 0.00675 | ||
| 12 Month | 0.31018 | 0.00446 | ||
| SOFR RATES | 11/15/21 | |||
| 1 Month | 0.04502 | -0.00022 | ||
| 3 Month | 0.04994 | 0.00026 | ||
| 6 Month | 0.06677 | 0.00029 | ||
| 12 Month | 0.19471 | -0.00263 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/11/curves.11.15.21.pdf”]