SOFR

1-Month 0.04320
3-Month 0.05671
6-Month 0.06011
1-Year    0.06634

ICE-SETTLED LIBOR 04/21/2020

 

1-Month Libor Set        0.62463                -.04275       (99.37537)
3-Month Libor Set        1.04300                -.05463       (98.95700)

6-Month Libor Set        1.02425                -.05163       (98.97575)
1-Year    Libor Set         0.98650                +.00437      (99.
01350)

Curves04.21.20