| Date | Settles | Change | ||
| AMERIBOR | 11/17/21 | |||
| 1 Month | 0.09426 | -0.00063 | ||
| 3 Month | 0.10010 | -0.00037 | ||
| 6 Month | 0.11658 | 0.00085 | ||
| 12 Month | 0.22992 | -0.00415 | ||
| LIBOR | 11/18/21 | |||
| 1 Month | 0.09113 | 0.00238 | ||
| 3 Month | 0.15963 | 0.00213 | ||
| 6 Month | 0.22350 | -0.00513 | ||
| 12 Month | 0.38975 | -0.00888 | ||
| BSBY INDEX | 11/18/21 | |||
| 1 Month | 0.05636 | -0.00047 | ||
| 3 Month | 0.15078 | 0.00309 | ||
| 6 Month | 0.21577 | 0.00451 | ||
| 12 Month | 0.34296 | 0.00677 | ||
| SOFR RATES | 11/18/21 | |||
| 1 Month | 0.04736 | 0.00001 | ||
| 3 Month | 0.05196 | 0.00016 | ||
| 6 Month | 0.07153 | -0.00121 | ||
| 12 Month | 0.19173 | -0.01097 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/11/curves.11.18.21.pdf”]