SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES
1-Mo: 0.04663
3-Mo: 0.05778
6-Mo: 0.06106
1-Yr: 0.06759
ICE-SETTLED LIBOR
1-Month Libor Set 0.98163 -.03462 (99.01837)
3-Month Libor Set 1.37300 -.06350 (98.62700)
6-Month Libor Set 1.20488 +.00963 (98.79512)
1-Year Libor Set Curves.04.02.20
1.06013 +.05775 (98.93987)