| Contracts |
Date |
Settles |
|
Change |
| AMERIBOR |
5/27/21 |
|
|
|
| 1 Month |
|
0.11344 |
|
0.00885 |
| 3 Month |
|
0.11111 |
|
0.00894 |
| 6 Month |
|
0.10579 |
|
0.00727 |
| 12 Month |
|
0.09471 |
|
0.00553 |
|
|
|
|
|
| LIBOR |
5/28/21 |
|
|
|
| 1 Month |
|
0.08588 |
|
-0.00625 |
| 3 Month |
|
0.13138 |
|
-0.00325 |
| 6 Month |
|
0.171 |
|
-0.00013 |
| 12 Month |
|
0.24813 |
|
-0.00062 |
|
|
|
|
|
| BSBY INDEX |
5/28/21 |
|
|
|
| 1 Month |
|
0.05429 |
|
-0.00151 |
| 3 Month |
|
0.09192 |
|
-0.00619 |
| 6 Month |
|
0.13072 |
|
-0.00717 |
| 12 Month |
|
0.1872 |
|
-0.01013 |
|
|
|
|
|
| SOFR RATES |
5/28/21 |
|
|
|
| 1 Month |
|
0.01784 |
|
0.00458 |
| 3 Month |
|
0.02699 |
|
0.00505 |
| 6 Month |
|
0.02994 |
|
0.00264 |
| 12 Month |
|
0.03645 |
|
0.00138 |
curves.5.28.21
