SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES
1-Mo: 0.05056
3-Mo: 0.05581
6-Mo: 0.05331
1-Yr: 0.06110
ICE-SETTLED LIBOR
1-Month Libor Set 0.98450 -.00488 (99.01550)
3-Month Libor Set 1.43338 -.01675 (98.56662)
6-Month Libor Set 1.09175 +.01975 (98.00825)
1-Year Libor Set 1.01400 +.04550 (98.08600)