Sofr v. Bsby

Date Change Term SOFR 7/31/23 Settles 1 Month 5.31819 0.00035 3 Month 5.36532 -0.00659 6 Month 5.43313 -0.01487 12 Month 5.38312 -0.02476 Term Bsby 7/31/23 Settles 1 Month 5.36586 0.01343 3 Month 5.52270 -0.00335 6 Month 5.76280 -0.00256 12 Month 5.95303 -0.00888...

Sofr v. Bsby

Date Change Term SOFR 7/26/23 Settles 1 Month 5.31737 0.00185 3 Month 5.36559 0.00823 6 Month 5.44526 0.01401 12 Month 5.39786 0.03489 Term Bsby 7/26/23 Settles 1 Month 5.32972 0.01515 3 Month 5.52126 0.00103 6 Month 5.75437 0.00160 12 Month 5.94328 0.01888...

Sofr v. Bsby

Date Change Term SOFR 7/21/23 Settles 1 Month 5.29799 0.00665 3 Month 5.35121 0.00564 6 Month 5.42853 0.01593 12 Month 5.3615 0.05230 Term Bsby 7/21/23 Settles 1 Month 5.31173 0.03102 3 Month 5.51273 0.00271 6 Month 5.73504 0.00919 12 Month 5.88067 -0.00035...

Sofr v. Bsby

Date Change Term SOFR 7/20/23 Settles 1 Month 5.29134 0.02777 3 Month 5.34557 0.01205 6 Month 5.4126 0.01346 12 Month 5.3092 0.02340 Term Bsby 7/20/23 Settles 1 Month 5.28071 0.00921 3 Month 5.51002 0.00241 6 Month 5.72585 0.00292 12 Month 5.88102 0.00546...

Sofr v. Bsby

Date Change Term SOFR 7/19/23 Settles 1 Month 5.26357 0.00900 3 Month 5.33352 0.00738 6 Month 5.39914 -0.00130 12 Month 5.2858 -0.01469 Term Bsby 7/19/23 Settles 1 Month 5.27150 0.01256 3 Month 5.50761 0.00028 6 Month 5.72293 0.00186 12 Month 5.87556 -0.00231...