Sofr v. Bsby

Date Change Term SOFR 11/17/2023 6:04 Settles 1 Month 5.33253 0.0015 3 Month 5.36693 -0.00017 6 Month 5.36347 -0.01154 12 Month 5.20073 -0.0362 Term BSBY 11/17/2023 6:04 Settles 1 Month 5.39164 0.01403 3 Month 5.58314 -0.01515 6 Month 5.69568 -0.02235 12 Month 5.74122...

Sofr v. Bsby

Date Change Term SOFR 11/16/2023 6:00 Settles 1 Month 5.33107 0.0015 3 Month 5.3671 -0.00227 6 Month 5.37501 -0.00576 12 Month 5.23693 0.00753 Term BSBY 11/16/2023 6:00 Settles 1 Month 5.37761 0.00325 3 Month 5.59829 -0.00984 6 Month 5.71803 -0.01636 12 Month 5.76946...

Sofr v. Bsby

Date Change Term SOFR 11/15/2023 6:03 Settles 1 Month 5.32959 0.0001 3 Month 5.36937 -0.02084 6 Month 5.38077 -0.05401 12 Month 5.2294 -0.11893 Term BSBY 11/15/2023 6:03 Settles 1 Month 5.37436 -0.0025 3 Month 5.60813 -0.00001 6 Month 5.73439 -0.0035 12 Month 5.82928...

Bsby v. Sofr

Date Change Term SOFR 11/14/2023 6:04 Settles 1 Month 5.32953 0.0066 3 Month 5.39021 0.01049 6 Month 5.43478 0.01554 12 Month 5.34833 0.01415 Term BSBY 11/14/2023 6:04 Settles 1 Month 5.37686 0.00036 3 Month 5.60814 0.00757 6 Month 5.73789 0.0084 12 Month 5.83213...

Sofr v. Bsby

Date Change Term SOFR 11/13/2023 6:12 Settles 1 Month 5.32291 0.0006 3 Month 5.37972 0.00208 6 Month 5.41924 0.00477 12 Month 5.33418 0.01773 Term BSBY 11/13/2023 6:12 Settles 1 Month 5.3765 -0.00624 3 Month 5.60057 0.00028 6 Month 5.72949 0.00471 12 Month 5.81918...