Sofr v. Bsby

Date Change Term SOFR 8/31/2023 6:11 Settles 1 Month 5.32741 -0.0023 3 Month 5.40122 -0.00838 6 Month 5.4549 -0.02037 12 Month 5.37066 -0.04801 Term Bsby 8/31/2023 6:11 Settles 1 Month 5.37508 0.00328 3 Month 5.56553 0.00575 6 Month 5.78421 0.0024 12 Month 5.98048...

Sofr v. Bsby

curves.8.24.23 Date Change Term SOFR 8/25/2023 5:59 Settles 1 Month 5.32883 0.0086 3 Month 5.40389 0.01599 6 Month 5.46731 0.0223 12 Month 5.41166 0.03627 Term Bsby 8/25/2023 5:59 Settles 1 Month 5.38488 0.00909 3 Month 5.54062 0.00544 6 Month 5.73802 0.00107 12 Month...

Sofr v. Bsby

curves.8.24.23 Date Change Term SOFR 8/24/2023 6:01 Settles 1 Month 5.32024 0.0053 3 Month 5.3879 -0.00315 6 Month 5.44501 -0.01268 12 Month 5.37539 -0.03594 Term Bsby 8/24/2023 6:01 Settles 1 Month 5.38488 0.00909 3 Month 5.54062 0.00544 6 Month 5.73802 0.00107 12...

Sofr v. Bsby

Date Change Term SOFR 8/23/2023 6:00 Settles 1 Month 5.31495 -0.0004 3 Month 5.39105 0.00798 6 Month 5.45769 0.01079 12 Month 5.41133 0.02318 Term Bsby 8/23/2023 6:00 Settles 1 Month 5.37579 0.00533 3 Month 5.53518 0.00728 6 Month 5.73695 0.00282 12 Month 5.91504...

Sofr v. Bsby

curves.8.22.23 Date Change Term SOFR 8/22/2023 6:01 Settles 1 Month 5.3153 -0.0025 3 Month 5.38307 0.00573 6 Month 5.4469 0.01788 12 Month 5.38815 0.03244 Term Bsby 8/22/2023 6:01 Settles 1 Month 5.37592 0.00546 3 Month 5.53228 0.00438 6 Month 5.72954 -0.00459 12...