| Contracts | Date | Settles | Change | |
| AMERIBOR | 6/7/21 | |||
| 1 Month | 0.09396 | -0.00576 | ||
| 3 Month | 0.09725 | -0.00515 | ||
| 6 Month | 0.09867 | -0.00355 | ||
| 12 Month | 0.09914 | -0.00231 | ||
| LIBOR | 6/8/21 | |||
| 1 Month | 0.077 | -0.00425 | ||
| 3 Month | 0.128 | 0.0049 | ||
| 6 Month | 0.1546 | -0.006 | ||
| 12 Month | 0.24075 | -0.00088 | ||
| BSBY INDEX | 6/8/21 | |||
| 1 Month | 0.05042 | -0.00307 | ||
| 3 Month | 0.08485 | -0.00147 | ||
| 6 Month | 0.11909 | -0.00166 | ||
| 12 Month | 0.16975 | -0.0003 | ||
| SOFR RATES | 6/8/21 | |||
| 1 Month | 0.018 | -0.00288 | ||
| 3 Month | 0.02431 | -0.00433 | ||
| 6 Month | 0.03065 | -0.00218 | ||
| 12 Month | 0.03849 | 0.00123 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/06/curves.6.8.21.pdf”]