SOFR

1-Month 0.04075
3-Month 0.04981
6-Month 0.05436
1-Year    0.06363

ICE-SETTLED LIBOR 04/22/2020


1-Month Libor Set        0.56975                -.05488       (99.43025)
3-Month Libor Set        1.02025                -.02275       (98.97975)

6-Month Libor Set        0.99063                -.03362       (99.00937)
1-Year    Libor Set         0.97038               -.01612       (99.
02962)

curves04.22.20