SOFR

1-Month 0.06868

3-Month 0.07263

6-Month 0.06891

1-Year   0.05670

ICE-SETTLED LIBOR 05/28/2020

1-Month Libor Set    0.17263                       -.00097            (99.82737)

3-Month Libor Set    0.35000                       -.01250            (99.65000)

6-Month Libor Set    0.51500                       -.03340            (99.48500)

1-Year   Libor Set     0.67688                       -.00362            (99.32312)

curves05.28.20