SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES
1-Mo: 0.04620
3-Mo: 0.05401
6-Mo: 0.05315
1-Yr: 0.06513
ICE-SETTLED LIBOR
1-Month Libor Set 0.94088 -.01825 (99.05912)
3-Month Libor Set 1.37463 +.10763 (98.62537)
6-Month Libor Set 1.05763 -.01000 (99.04237)
1-Year Libor Set 0.97275 -.01475 (99.02725)