| Contracts |
Date |
Settles |
|
Change |
| AMERIBOR |
5/28/21 |
|
|
|
| 1 Month |
|
0.1062 |
|
-0.00724 |
| 3 Month |
|
0.1084 |
|
-0.00271 |
| 6 Month |
|
0.10679 |
|
0.001 |
| 12 Month |
|
0.09667 |
|
0.00196 |
|
|
|
|
|
| LIBOR |
6/1/21 |
|
|
|
| 1 Month |
|
0.08875 |
|
0.00287 |
| 3 Month |
|
0.1285 |
|
-0.00288 |
| 6 Month |
|
0.17488 |
|
0.00388 |
| 12 Month |
|
0.24688 |
|
-0.00125 |
|
|
|
|
|
| BSBY INDEX |
6/1/21 |
|
|
|
| 1 Month |
|
0.05067 |
|
-0.00362 |
| 3 Month |
|
0.08821 |
|
-0.00371 |
| 6 Month |
|
0.12962 |
|
-0.0011 |
| 12 Month |
|
0.18083 |
|
-0.00637 |
|
|
|
|
|
| SOFR RATES |
6/1/21 |
|
|
|
| 1 Month |
|
0.02016 |
|
0.00232 |
| 3 Month |
|
0.02331 |
|
-0.00368 |
| 6 Month |
|
0.02764 |
|
-0.0023 |
| 12 Month |
|
0.03447 |
|
-0.00198 |
curves.6.1.21
