SOFR + ARRC fixed spread by tenor: 1M=11.448bp, 3M=26.161bp, 6M=42.826bp, 12M=71.513bp
| source | ISDA + ARRC LIBOR cessation fallback |
| derivation | published_source |
| quality | published |
| regulatory frameworks | ARRC, ISDA 2020 IBOR Fallbacks |
| set | 2026-05-25 |
| last reviewed | 2026-05-25 |
| next review due | 2026-12-31 |
Post-2023 LIBOR cessation; ARRC fixed spread per tenor.