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
curves.6.2.21