Sofr v. Bsby

Date Change Term SOFR 9/15/2023 6:05 Settles 1 Month 5.33057 -0.0016 3 Month 5.41009 0.00066 6 Month 5.47767 0.00417 12 Month 5.43665 0.00501 Term Bsby 9/15/2023 6:05 Settles 1 Month 5.38974 0.00106 3 Month 5.55683 -0.00166 6 Month 5.7588 -0.00142 12 Month 5.94941...

Sofr v. Bsby

curves.9.14.23 Date Change Term SOFR 9/14/2023 6:11 Settles 1 Month 5.33057 -0.0016 3 Month 5.41009 0.00066 6 Month 5.47767 0.00417 12 Month 5.43665 0.00501 Term Bsby 9/14/2023 6:11 Settles 1 Month 5.38868 -0.01258 3 Month 5.55849 0.00165 6 Month 5.76022 0.00172 12...

Sofr v. Bsby

Date Change Term SOFR 9/12/2023 6:08 Settles 1 Month 5.33356 0.0052 3 Month 5.40822 0.00297 6 Month 5.47121 0.00836 12 Month 5.42131 0.01772 Term Bsby 9/12/2023 6:08 Settles 1 Month 5.39531 -0.00174 3 Month 5.55942 0.0046 6 Month 5.75914 0.01115 12 Month 5.94066...

Sofr v. Bsby

curves.9.11.23 Date Change Term SOFR 9/11/2023 6:10 Settles 1 Month 5.32833 -0.0011 3 Month 5.40525 -0.00522 6 Month 5.46285 -0.00912 12 Month 5.40359 -0.02033 Term Bsby 9/11/2023 6:10 Settles 1 Month 5.39705 0.01126 3 Month 5.55482 0.00094 6 Month 5.74799 0.00481 12...

Sofr v. Bsby

Date Change Term SOFR 9/8/2023 6:04 Settles 1 Month 5.32946 0.0001 3 Month 5.41047 -0.00052 6 Month 5.47197 -0.00404 12 Month 5.42392 -0.0088 Term Bsby 9/8/2023 6:04 Settles 1 Month 5.38579 -0.0126 3 Month 5.55388 0.00221 6 Month 5.74318 0.00207 12 Month 5.9188...