| 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 |
[pdf-embedder url=”https://fixedincomegroup.com/wp/wp-content/uploads/2021/06/curves.6.15.21.pdf”]