SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES
1-Mo: 0.04248
3-Mo: 0.05488
6-Mo: 0.05264
1-Yr: 0.06218
ICE-SETTLED LIBOR
1-Month Libor Set 0.99288 +.00838 (99.00712)
3-Month Libor Set 1.45050 +.01712 (98.54950)
6-Month Libor Set 1.17525 +.08350 (98.81475)
1-Year Libor Set 0.99750 -.01650 (99.00250)