| Contracts |
Date |
Settles |
|
Change |
| AMERIBOR |
6/14/21 |
|
|
|
| 1 Month |
|
0.09252 |
|
0.0018 |
| 3 Month |
|
0.09763 |
|
0.00362 |
| 6 Month |
|
0.0994 |
|
0.00493 |
| 12 Month |
|
0.10004 |
|
0.00623 |
|
|
|
|
|
| LIBOR |
6/15/21 |
|
|
|
| 1 Month |
|
0.08175 |
|
0.00712 |
| 3 Month |
|
0.12475 |
|
0.0068 |
| 6 Month |
|
0.15263 |
|
0.00225 |
| 12 Month |
|
0.23325 |
|
-0.00425 |
|
|
|
|
|
| BSBY INDEX |
6/15/21 |
|
|
|
| 1 Month |
|
0.04178 |
|
-0.00843 |
| 3 Month |
|
0.07726 |
|
-0.00312 |
| 6 Month |
|
0.10644 |
|
-0.00342 |
| 12 Month |
|
0.15879 |
|
-0.00586 |
|
|
|
|
|
| SOFR RATES |
6/15/21 |
|
|
|
| 1 Month |
|
0.02628 |
|
0.0054 |
| 3 Month |
|
0.0321 |
|
0.00843 |
| 6 Month |
|
0.03495 |
|
0.00501 |
| 12 Month |
|
0.04065 |
|
0.00252 |
curves.6.15.21
