SOFR

1-Month 0.06984

3-Month 0.06985

6-Month 0.06477

1-Year   0.05079

ICE-SETTLED LIBOR 05/29/2020

1-Month Libor Set    0.17813                       -.00437            (99.82187)

3-Month Libor Set    0.33713                       -.00687            (99.66287)

6-Month Libor Set    0.49625                       -.01350            (99.50375)

1-Year   Libor Set     0.63750                       -.06000            (99.36250)

curves06.01.20