| Date | Settles | Change | ||
| AMERIBOR | 10/22/21 | |||
| 1 Month | 0.12313 | -0.01728 | ||
| 3 Month | 0.10619 | -0.01229 | ||
| 6 Month | 0.10901 | -0.00348 | ||
| 12 Month | 0.11957 | 0.00079 | ||
| LIBOR | 10/25/21 | |||
| 1 Month | 0.08775 | -0.00013 | ||
| 3 Month | 0.13450 | 0.00962 | ||
| 6 Month | 0.17788 | 0.00588 | ||
| 12 Month | 0.32938 | 0.01250 | ||
| BSBY INDEX | 10/25/21 | |||
| 1 Month | 0.05959 | 0.00087 | ||
| 3 Month | 0.10831 | 0.00046 | ||
| 6 Month | 0.15750 | 0.00101 | ||
| 12 Month | 0.25203 | 0.00381 | ||
| SOFR RATES | 10/25/21 | |||
| 1 Month | 0.04622 | 0.00145 | ||
| 3 Month | 0.04673 | -0.00219 | ||
| 6 Month | 0.05973 | 0.00055 | ||
| 12 Month | 0.15044 | 0.01092 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/10/curves.10.25.21.pdf”]