SOFR

1-Month 0.05764

3-Month 0.06421

6-Month 0.06380

1-Year   0.05309

ICE-SETTLED LIBOR 05/20/2020

1-Month Libor Set    0.17300                       +.00212           (99.82700)

3-Month Libor Set    0.35800                       -.01613            (99.64200)

6-Month Libor Set    0.58610                       -.00470            (99.41390)

1-Year   Libor Set     0.71688                       -.00500            (99.28312)

curves05.20.20