Sofr v. Bsby

Date Change Term SOFR 10/24/2023 6:05 Settles 1 Month 5.32491 0.0005 3 Month 5.3796 0.00138 6 Month 5.44552 0.00643 12 Month 5.38411 0.004 Term BSBY 10/24/2023 6:05 Settles 1 Month 5.38124 -0.00548 3 Month 5.60142 0.00729 6 Month 5.78752 -0.00153 12 Month 5.92751...

Sofr v. Bsby

Date Change Term SOFR 10/23/2023 6:12 Settles 1 Month 5.32444 -0.0072 3 Month 5.37822 -0.02025 6 Month 5.43909 -0.03039 12 Month 5.38011 -0.05824 Term BSBY 10/23/2023 6:12 Settles 1 Month 5.38672 -0.00029 3 Month 5.59413 0.00215 6 Month 5.78905 0.00141 12 Month...

Sofr v. Bsby

Date Change Term SOFR 10/20/2023 6:06 Settles 1 Month 5.33165 -0.0070 3 Month 5.39847 -0.01346 6 Month 5.46948 -0.02003 12 Month 5.43835 -0.03126 Term BSBY 10/20/2023 6:06 Settles 1 Month 5.38701 -0.00053 3 Month 5.59198 0.00199 6 Month 5.78764 0.0097 12 Month 5.94769...

Sofr v. Bsby

Date Change Term SOFR 10/19/2023 6:01 Settles 1 Month 5.33866 -0.0004 3 Month 5.41193 -0.00389 6 Month 5.48951 0.00125 12 Month 5.46961 0.01152 Term Bsby 10/19/2023 6:01 Settles 1 Month 5.38754 0.03183 3 Month 5.58999 0.00441 6 Month 5.77794 0.00756 12 Month 5.92864...

Sofr vs. Bsby

Date Change Term SOFR 10/18/2023 5:59 Settles 1 Month 5.33911 0.0056 3 Month 5.41582 0.01901 6 Month 5.48826 0.03349 12 Month 5.45809 0.05452 Term Bsby 10/18/2023 5:59 Settles 1 Month 5.35701 -0.00248 3 Month 5.5806 0.01126 6 Month 5.76101 0.006 12 Month 5.89057...