SOFR

1-Month 0.04644
3-Month 0.05196
6-Month 0.05368
1-Year    0.06099

ICE-SETTLED LIBOR 04/27/2020

 

1-Month Libor Set        0.43763                -.00325       (99.56237)
3-Month Libor Set        0.84075                -.04638       (99.15925)

6-Month Libor Set        0.89313                -.02912       (99.10687)
1-Year    Libor Set         0.92513                -.01437       (99.
07497)

curves04.27.20