SOFR

1-Month 0.04785
3-Month 0.04717
6-Month 0.04398
1-Year    0.04460

ICE-SETTLED LIBOR 05/06/2020

1-Month Libor Set        0.22163                -.02562       (99.77837)
3-Month Libor Set        0.44763                -.02637       (99.55237)

6-Month Libor Set        0.69438                -.00575       (99.30562)
1-Year    Libor Set         0.79825                -.03300       (99.
20175)

curves05.06.20