TERM RATES
DERIVED FROM 1-MONTH SOFR FUTURES
1-Mo: 1.56853
3-Mo: 1.52461
DERIVED FROM 3-MONTH SOFR FUTURES
6-Mo: 1.40498
1-Yr: 1.25294
ICE-SETTLED LIBOR
1-Month Libor Set 1.61263 -.00350 (98.38737)
3-Month Libor Set 1.63763 -.00900 (98.36237)
6-Month Libor Set 1.62863 +.00100 (98.37137)
1-Year Libor Set 1.64575 +.01100 (98.36525)