| 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 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/05/curves.5.28.21.pdf”]