SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES
1-Mo: 0.04860
3-Mo: 0.05760
6-Mo: 0.06014
1-Yr: 0.06778
ICE-SETTLED LIBOR
1-Month Libor Set 1.01625 +.02337 (98.08375)
3-Month Libor Set 1.43650 -.01400 (98.56350)
6-Month Libor Set 1.19525 +.02000 (98.80475)
1-Year Libor Set 1.00238 +.00488 (98.99762)