SOFR

1-Month 0.05289
3-Month 0.05029
6-Month 0.04239
1-Year    0.03619

ICE-SETTLED LIBOR 05/07/2020


1-Month Libor Set        0.19800                -.02363       (99.80200)
3-Month Libor Set        0.43463                -.01300       (99.56537)

6-Month Libor Set        0.68800                -.00638       (99.31200)
1-Year    Libor Set         0.78288                -.01537      (99.
21712)

curves05.07.20