SOFR FUTURES IMPLIED ‘SPOT’ TERM RATES
1-Mo: 0.04026
3-Mo: 0.06125
6-Mo: 0.06421
1-Yr: 0.06849
ICE-SETTLED LIBOR
1-Month Libor Set 0.92125 -.06388 (99.07875)
3-Month Libor Set 1.35238 -.03500 (98.64762)
6-Month Libor Set 1.22825 +.02937 (98.77175)
1-Year Libor Set 1.04263 -.00725 (98.95737)