Sofr v. Bsby

Date Change Term SOFR 8/21/2023 6:06 Settles 1 Month 5.31778 0.0035 3 Month 5.37734 -0.00583 6 Month 5.42902 -0.01552 12 Month 5.35571 -0.02767 Term Bsby 8/21/2023 6:06 Settles 1 Month 5.37046 0.00752 3 Month 5.5279 -0.00585 6 Month 5.73413 -0.00287 12 Month 5.91533...

Sofr v. Bsby

curves.8.18.23 Date Change Term SOFR 8/18/2023 6:08 Settles 1 Month 5.31427 0.0003 3 Month 5.38317 0.00341 6 Month 5.44454 0.00342 12 Month 5.38338 0.00693 Term Bsby 8/18/2023 6:08 Settles 1 Month 5.36294 -0.01066 3 Month 5.53375 -0.00346 6 Month 5.737 -0.0016 12...

Sofr v. Bsby

Date Change Term SOFR 8/17/2023 6:09 Settles 1 Month 5.31398 0.0020 3 Month 5.37976 0.00053 6 Month 5.44112 -0.00074 12 Month 5.37645 -0.00909 Term Bsby 8/17/2023 6:09 Settles 1 Month 5.3736 -0.00126 3 Month 5.53721 0.00318 6 Month 5.7386 0.00257 12 Month 5.91991...

Sofr v. Bsby

Date Change Term SOFR 8/16/2023 6:07 Settles 1 Month 5.31195 -0.0018 3 Month 5.37923 0.00275 6 Month 5.44186 -0.00286 12 Month 5.38554 0.00358 Term Bsby 8/16/2023 6:07 Settles 1 Month 5.37486 -0.01021 3 Month 5.53403 -0.00229 6 Month 5.73603 0.00347 12 Month 5.91299...

Sofr v. Bsby

Date Change Term SOFR 8/15/2023 6:10 Settles 1 Month 5.31376 0.0011 3 Month 5.37648 0.00465 6 Month 5.44472 0.01276 12 Month 5.38196 0.02752 Term Bsby 8/15/2023 6:10 Settles 1 Month 5.38507 -0.00339 3 Month 5.53632 0.00247 6 Month 5.73256 0.0006 12 Month 5.8929 0.007...