TERM RATES
DERIVED FROM 1-MONTH SOFR FUTURES
1-Mo: 0.22141
3-Mo: 0.15800
DERIVED FROM 3-MONTH SOFR FUTURES
6-Mo: 0.11179
1-Yr:  0.11600

ICE-SETTLED LIBOR
1-Month Libor Set    0.75000                       +.13840           (99.25000)
3-Month Libor Set    1.05190                       +.16250           (98.94810)

6-Month Libor Set    0.91300                       +.06920           (99.08700)
1-Year    Libor Set    0.86180                       +.04240           (99.13820)

curves03.17.20