SOFR

1-Month 0.06737
3-Month 0.05764
6-Month 0.03978
1-Year    0.00724

No Change in Libor as the UK is closed for a Bank Holiday
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)

curves05.08.20