Date Change Term SOFR 12/22/2023 6:12 Settles 1 Month 5.35536 -0.0006 3 Month 5.35111 -0.00902 6 Month 5.18726 -0.02648 12 Month 4.79869 -0.05092 Term BSBY 12/22/2023 6:12 Settles 1 Month 5.44072 0.01519 3 Month 5.48189 0.00048 6 Month 5.4502 -0.00144 12 Month 5.28117...

Sofr v. Bsby

Date Change Term SOFR 12/21/2023 6:10 Settles 1 Month 5.35595 -0.0009 3 Month 5.36013 -0.01093 6 Month 5.21374 -0.02435 12 Month 4.84961 -0.05258 Term BSBY 12/21/2023 6:10 Settles 1 Month 5.42553 -0.01423 3 Month 5.48141 -0.00135 6 Month 5.45164 -0.00297 12 Month...

Sofr v. Bsby

Date Change Term SOFR 12/20/2023 6:03 Settles 1 Month 5.35689 -0.0007 3 Month 5.37106 -0.00356 6 Month 5.23809 -0.0157 12 Month 4.90219 -0.01722 Term BSBY 12/20/2023 6:03 Settles 1 Month 5.43976 0.00544 3 Month 5.48276 -0.00441 6 Month 5.45461 0.0029 12 Month 5.32298...

Sofr v. Bsby

Date Change Term SOFR 12/19/2023 6:07 Settles 1 Month 5.35756 -0.0004 3 Month 5.37462 0.00423 6 Month 5.25379 0.00252 12 Month 4.91941 0.0047 Term BSBY 12/19/2023 6:07 Settles 1 Month 5.43432 -0.01669 3 Month 5.48717 -0.01226 6 Month 5.45171 -0.0479 12 Month 5.29553...

Sofr v. Bsby

Date Change Term SOFR 12/18/2023 7:43 Settles 1 Month 5.35792 0.0022 3 Month 5.37039 0.0064 6 Month 5.25127 0.03141 12 Month 4.91471 0.05676 Term BSBY 12/18/2023 7:43 Settles 1 Month 5.45101 0.02866 3 Month 5.49943 -0.01217 6 Month 5.49961 -0.02623 12 Month 5.37499...