SOFR

1-Month 0.04417
3-Month 0.04789
6-Month 0.04829
1-Year    0.05531

ICE-SETTLED LIBOR 04/28/2020

 

1-Month Libor Set        0.40363                -.03400       (99.59637)
3-Month Libor Set        0.76013                -.08062       (99.23987)

6-Month Libor Set        0.89313                -.03125       (99.10687)
1-Year    Libor Set         0.90975                -.01538       (99.
09025)

curves04.28.20