Sofr v. Bsby

Date Change Term SOFR 11/10/2023 6:02 Settles 1 Month 5.3223 0.0011 3 Month 5.37764 0.00661 6 Month 5.41447 0.01551 12 Month 5.31645 0.03509 Term BSBY 11/10/2023 6:02 Settles 1 Month 5.38274 0.00154 3 Month 5.60029 -0.0005 6 Month 5.72478 -0.00143 12 Month 5.80978...

Sofr v. Bsby

Date Change Term SOFR 11/9/2023 6:11 Settles 1 Month 5.32119 -0.0001 3 Month 5.37103 0.00195 6 Month 5.39896 0.00189 12 Month 5.28136 0.00646 Term BSBY 11/9/2023 6:11 Settles 1 Month 5.3812 0.00401 3 Month 5.60079 -0.01062 6 Month 5.72621 -0.01681 12 Month 5.80166...

Sofr v. Bsby

Date Change Term SOFR 11/7/2023 6:04 Settles 1 Month 5.32197 -0.0015 3 Month 5.36567 -0.00239 6 Month 5.39322 -0.00497 12 Month 5.26162 -0.00116 Term BSBY 11/7/2023 6:04 Settles 1 Month 5.37814 -0.00088 3 Month 5.63004 0.00073 6 Month 5.76556 -0.01593 12 Month 5.83958...

Sofr v. Bsby

Date Change Term SOFR 11/6/2023 6:09 Settles 1 Month 5.32344 0.0017 3 Month 5.36806 -0.01211 6 Month 5.39819 -0.0277 12 Month 5.26278 -0.06312 Term BSBY 11/6/2023 6:09 Settles 1 Month 5.37902 0.00062 3 Month 5.62931 0.00147 6 Month 5.78149 -0.0055 12 Month 5.87572...

Sofr v. Bsby

Date Change Term SOFR 11/3/2023 6:04 Settles 1 Month 5.32176 -0.0080 3 Month 5.38017 -0.01253 6 Month 5.42589 -0.01902 12 Month 5.3259 -0.03751 Term BSBY 11/3/2023 6:04 Settles 1 Month 5.3784 0.00273 3 Month 5.62784 0.00274 6 Month 5.78699 -0.00161 12 Month 5.88987...