SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES
1-Mo: 0.04265
3-Mo: 0.05867
6-Mo: 0.06292
1-Yr: 0.06685
ICE-SETTLED LIBOR
1-Month Libor Set 0.98513 +.00350 (99.01487)
3-Month Libor Set 1.38738 +.01438 (98.61262)
6-Month Libor Set 1.20888 +.00400 (98.79112)
1-Year Libor Set 1.04988 -.01025 (98.95012)