Contracts Date Settles Change
AMERIBOR 6/7/21
1 Month 0.09396 -0.00576
3 Month 0.09725 -0.00515
6 Month 0.09867 -0.00355
12 Month 0.09914 -0.00231
LIBOR 6/8/21
1 Month 0.077 -0.00425
3 Month 0.128 0.0049
6 Month 0.1546 -0.006
12 Month 0.24075 -0.00088
BSBY INDEX 6/8/21
1 Month 0.05042 -0.00307
3 Month 0.08485 -0.00147
6 Month 0.11909 -0.00166
12 Month 0.16975 -0.0003
SOFR RATES 6/8/21
1 Month 0.018 -0.00288
3 Month 0.02431 -0.00433
6 Month 0.03065 -0.00218
12 Month 0.03849 0.00123

 

curves.6.8.21