Contracts Date Settles Change
AMERIBOR 6/11/21
1 Month 0.09072 0
3 Month 0.09401 0.00037
6 Month 0.09447 0.00012
12 Month 0.09381 -0.00066
LIBOR 6/14/21
1 Month 0.07463 0.00173
3 Month 0.118 -0.0009
6 Month 0.15038 -0.00212
12 Month 0.2375 -0.00188
BSBY INDEX 6/14/21
1 Month 0.05021 0.00064
3 Month 0.08038 -0.00593
6 Month 0.10986 -0.00498
12 Month 0.16465 -0.00563
SOFR RATES 6/14/21
1 Month 0.02088 0.00144
3 Month 0.02367 -0.00281
6 Month 0.02994 0.00032
12 Month 0.03813 0.00161
curves.6.14.21