SOFR + Libor Settles 07/06/2020

SOFR

1-Month 0.08979

3-Month 0.08388

6-Month 0.07083

1-Year   0.04687

ICE-SETTLED LIBOR 07/06/2020

1-Month Libor Set    0.16588           +.00325           (99.83412)

3-Month Libor Set    0.27650           +.00062           (99.62350)

6-Month Libor Set    0.36425           -.00200            (99.63575)

1-Year   Libor Set     0.51563           +.01000           (99.48437)