SOFR

1-Month 0.05343

3-Month 0.05787

6-Month 0.05778

1-Year   0.04181

ICE-SETTLED LIBOR 05/14/2020

1-Month Libor Set    0.18213                       -.00150            (99.81787)

3-Month Libor Set    0.38563                       -.00675            (99.61434)

6-Month Libor Set    0.66538                       -.00975            (99.33462)

1-Year   Libor Set     0.76175                       -.00763            (99.23825)

curves05.14.20