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)