| Contracts |
Date |
Settles |
|
Change |
| AMERIBOR |
6/3/21 |
|
|
|
| 1 Month |
|
0.09936 |
|
-0.00324 |
| 3 Month |
|
0.10277 |
|
-0.00154 |
| 6 Month |
|
0.10282 |
|
-0.00185 |
| 12 Month |
|
0.10175 |
|
0.00663 |
|
|
|
|
|
| LIBOR |
6/4/21 |
|
|
|
| 1 Month |
|
0.08125 |
|
0.00125 |
| 3 Month |
|
0.12825 |
|
-0.0025 |
| 6 Month |
|
0.16488 |
|
0.00013 |
| 12 Month |
|
0.246 |
|
0.00037 |
|
|
|
|
|
| BSBY INDEX |
6/4/21 |
|
|
|
| 1 Month |
|
0.05291 |
|
0.00188 |
| 3 Month |
|
0.08893 |
|
-0.00025 |
| 6 Month |
|
0.12357 |
|
-0.00062 |
| 12 Month |
|
0.17229 |
|
-0.0048 |
|
|
|
|
|
| SOFR RATES |
6/4/21 |
|
|
|
| 1 Month |
|
0.0198 |
|
-0.00134 |
| 3 Month |
|
0.02829 |
|
-0.00214 |
| 6 Month |
|
0.03053 |
|
-0.00322 |
| 12 Month |
|
0.03591 |
|
-0.00187 |
curves.6.4.21
