SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES
1-Mo: 0.04305
3-Mo: 0.05070
6-Mo: 0.04881
1-Yr: 0.05737
ICE-SETTLED LIBOR
1-Month Libor Set 0.98938 +.04850 (99.01062)
3-Month Libor Set 1.45013 +.07550 (98.54987)
6-Month Libor Set 1.07200 +.01437 (99.02800)
1-Year Libor Set 0.96850 -.00425 (99.03250)