SOFR

1-Month 0.07352

3-Month 0.07443

6-Month 0.06974

1-Year   0.05666

ICE-SETTLED LIBOR 05/29/2020

1-Month Libor Set    0.18250                       +.00987           (99.81750)

3-Month Libor Set    0.34400                       -.00600            (99.65600)

6-Month Libor Set    0.50975                       -.00525            (99.49025)

1-Year   Libor Set     0.67350                       -.00338            (99.32650)

curves05.29.20