Sofr v. Bsby

Date Change Term SOFR 9/29/2023 6:07 Settles 1 Month 5.31899 0.0044 3 Month 5.3955 0.00068 6 Month 5.46727 -0.00366 12 Month 5.46626 -0.00858 Term Bsby 9/29/2023 6:07 Settles 1 Month 5.39151 0.00495 3 Month 5.55719 0.0042 6 Month 5.75223 -0.00496 12 Month 5.94622...

Date Change Term SOFR 9/25/2023 6:38 Settles 1 Month 5.31745 -0.0001 3 Month 5.39112 -0.00869 6 Month 5.46926 -0.01025 12 Month 5.46688 -0.01875 Term Bsby 9/25/2023 6:38 Settles 1 Month 5.39168 -0.00972 3 Month 5.54686 -0.00479 6 Month 5.75428 0.00044 12 Month 5.95502...

Sofr v. Bsby

Date Change Term SOFR 9/22/2023 6:05 Settles 1 Month 5.31751 -0.0022 3 Month 5.39981 -0.00028 6 Month 5.47951 0.00668 12 Month 5.48563 0.01967 Term Bsby 9/22/2023 6:05 Settles 1 Month 5.4014 0.00158 3 Month 5.55165 -0.00291 6 Month 5.75384 0.00367 12 Month 5.95578...

Sofr v. Bsby

Date Change Term SOFR 9/19/2023 6:08 Settles 1 Month 5.32409 -0.0008 3 Month 5.39702 -0.00083 6 Month 5.46857 0.00251 12 Month 5.45434 0.0114 Term Bsby 9/19/2023 6:08 Settles 1 Month 5.39725 -0.00422 3 Month 5.55463 -0.00122 6 Month 5.75359 -0.0013 12 Month 5.94625...

Sofr v. Bsby

Date Change Term SOFR 9/18/2023 6:01 Settles 1 Month 5.32484 -0.0022 3 Month 5.39785 -0.00383 6 Month 5.46606 0.00022 12 Month 5.44294 0.0215 Term Bsby 9/18/2023 6:01 Settles 1 Month 5.40147 0.01173 3 Month 5.55585 -0.00098 6 Month 5.75489 -0.00391 12 Month 5.9543...