SOFR

1- Month 0.06346
3-Month 0.07710
6-Month 0.07373
1-Year    0.07568

ICE-SETTLED LIBOR 04/15/20

 

1-Month Libor Set        0.75075                -.04338       (99.24825)
3-Month Libor Set        1.13488                -.04125       (98.86512)

6-Month Libor Set        1.15013                -.00862       (98.84987)
1-Year    Libor Set         1.01413                -.01175       (98.
98587)

curves04.15.20