Sofr v. Bsby

curves.8.7.23 Date Change Term SOFR 8/7/2023 6:13 Settles 1 Month 5.31583 -0.00141 3 Month 5.36743 -0.00315 6 Month 5.42755 -0.00664 12 Month 5.33951 -0.02284 Term Bsby 8/7/2023 6:13 Settles 1 Month 5.38078 -0.00204 3 Month 5.53771 -0.00768 6 Month 5.73249 -0.00681 12...

Sofr v. Bsby

Date Change Term SOFR 8/4/23 Settles 1 Month 5.31724 0.00084 3 Month 5.37058 0.00073 6 Month 5.43419 0.00112 12 Month 5.36235 -0.00252 Term Bsby 8/4/23 Settles 1 Month 5.38282 0.01435 3 Month 5.54539 0.00706 6 Month 5.73930 0.00136 12 Month 5.92715 -0.00407...

Sofr v. Bsby

Date Change Term SOFR 8/3/23 Settles 1 Month 5.3164 -0.00074 3 Month 5.36985 0.00044 6 Month 5.43307 -0.00166 12 Month 5.36487 -0.01637 Term Bsby 8/3/23 Settles 1 Month 5.36847 0.00063 3 Month 5.53833 0.00107 6 Month 5.73794 -0.01170 12 Month 5.93122 -0.01273...

Sofr v. Bsby

Date Change Term SOFR 8/2/23 Settles 1 Month 5.31714 -0.00081 3 Month 5.36941 0.00306 6 Month 5.43473 0.00159 12 Month 5.38124 0.00736 Term Bsby 8/2/23 Settles 1 Month 5.36784 0.00100 3 Month 5.53726 0.00885 6 Month 5.74964 -0.00394 12 Month 5.94395 -0.00137...

Sofr v. Bsby

Date Change Term SOFR 8/1/23 Settles 1 Month 5.31795 0.00011 3 Month 5.36635 0.00103 6 Month 5.43314 0.00001 12 Month 5.37388 -0.00924 Term Bsby 8/1/23 Settles 1 Month 5.36682 0.00096 3 Month 5.52841 0.00571 6 Month 5.75358 -0.00922 12 Month 5.94532 -0.00771...