Contracts Date Settles Change
AMERIBOR 6/2/21
1 Month 0.1026 -0.0036
3 Month 0.10431 -0.00190
6 Month 0.10467 -0.00072
12 Month 0.09512 -0.00036
LIBOR 6/3/21
1 Month 0.08 -0.0055
3 Month 0.13075 -0.00325
6 Month 0.16475 -0.00263
12 Month 0.24563 0.00075
BSBY INDEX 6/3/21
1 Month 0.05103 0.00196
3 Month 0.08918 0.00113
6 Month 0.12419 -0.00436
12 Month 0.17709 -0.00097
SOFR RATES 6/3/21
1 Month 0.02114 0.00049
3 Month 0.03043 0.00016
6 Month 0.03375 0.00009
12 Month 0.03778 0.00008
curves.6.3.21