SOFR

1-Month 0.08028

3-Month 0.07698

6-Month 0.06862

1-Year   0.04844

ICE-SETTLED LIBOR 06/26/2020

1-Month Libor Set    0.17825           -.00538            (99.82175)

3-Month Libor Set    0.30788           +.00188           (99.69212)

6-Month Libor Set    0.36138           -.00325            (99.63862)

1-Year   Libor Set     0.56625           -.00413            (99.43375)

curves06.26.20