Contracts Date Settles Change
AMERIBOR 6/10/21
1 Month 0.09072 0
3 Month 0.09364 0.00133
6 Month 0.09435 0.00199
12 Month 0.09447 0.00297
LIBOR 6/11/21
1 Month 0.0729 0.0003
3 Month 0.1189 -0.0001
6 Month 0.1525 0.0042
12 Month 0.23938 0.00008
BSBY INDEX 6/11/21
1 Month 0.04927 -0.00222
3 Month 0.08415 -0.00292
6 Month 0.11759 0.00092
12 Month 0.17007 -0.00443
SOFR RATES 6/11/21
1 Month 0.01944 -0.00137
3 Month 0.02648 -0.00143
6 Month 0.02962 -0.00178
12 Month 0.03652 -0.00268
curves.6.11.21