| Contracts | Date | Settles | Change | |
| AMERIBOR | 5/28/21 | |||
| 1 Month | 0.1062 | -0.00724 | ||
| 3 Month | 0.1084 | -0.00271 | ||
| 6 Month | 0.10679 | 0.001 | ||
| 12 Month | 0.09667 | 0.00196 | ||
| LIBOR | 6/1/21 | |||
| 1 Month | 0.08875 | 0.00287 | ||
| 3 Month | 0.1285 | -0.00288 | ||
| 6 Month | 0.17488 | 0.00388 | ||
| 12 Month | 0.24688 | -0.00125 | ||
| BSBY INDEX | 6/1/21 | |||
| 1 Month | 0.05067 | -0.00362 | ||
| 3 Month | 0.08821 | -0.00371 | ||
| 6 Month | 0.12962 | -0.0011 | ||
| 12 Month | 0.18083 | -0.00637 | ||
| SOFR RATES | 6/1/21 | |||
| 1 Month | 0.02016 | 0.00232 | ||
| 3 Month | 0.02331 | -0.00368 | ||
| 6 Month | 0.02764 | -0.0023 | ||
| 12 Month | 0.03447 | -0.00198 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/06/curves.6.1.21.pdf”]