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)

 

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