Contracts | Date | Settles | Change | |
AMERIBOR | 6/1/21 | |||
1 Month | 0.1062 | 0 | ||
3 Month | 0.10621 | -0.00219 | ||
6 Month | 0.10539 | -0.0004 | ||
12 Month | 0.09548 | 0.00077 | ||
LIBOR | 6/2/21 | |||
1 Month | 0.0855 | -0.00325 | ||
3 Month | 0.134 | 0.0055 | ||
6 Month | 0.16738 | -0.0075 | ||
12 Month | 0.24488 | -0.002 | ||
BSBY INDEX | 6/2/21 | |||
1 Month | 0.04907 | -0.0016 | ||
3 Month | 0.08805 | -0.00016 | ||
6 Month | 0.12855 | -0.00107 | ||
12 Month | 0.17806 | -0.00277 | ||
SOFR RATES | 6/2/21 | |||
1 Month | 0.02065 | 0.00049 | ||
3 Month | 0.03027 | 0.00696 | ||
6 Month | 0.03366 | 0.00602 | ||
12 Month | 0.0377 | 0.00323 |