Sofr v. Bsby

Date Change Term SOFR 12/15/2023 6:11 Settles 1 Month 5.35575 -0.0025 3 Month 5.36399 -0.01375 6 Month 5.21986 -0.07394 12 Month 4.85795 -0.15681 Term BSBY 12/15/2023 6:11 Settles 1 Month 5.42235 -0.00023 3 Month 5.5116 -0.01207 6 Month 5.52584 -0.03583 12 Month...

Sofr v. Bsby

Date Change Term SOFR 12/14/2023 6:41 Settles 1 Month 5.35825 -0.0036 3 Month 5.37774 -0.00689 6 Month 5.2938 -0.03844 12 Month 5.01476 -0.0904 Term BSBY 12/14/2023 6:41 Settles 1 Month 5.42258 -0.00149 3 Month 5.52367 0.00753 6 Month 5.56167 0.00558 12 Month 5.5607...

Sofr v. Bsby

Date Change Term SOFR 12/13/2023 6:28 Settles 1 Month 5.36181 -0.0030 3 Month 5.38463 -0.00143 6 Month 5.33224 -0.01426 12 Month 5.10516 -0.02558 Term BSBY 12/13/2023 6:28 Settles 1 Month 5.42407 -0.00769 3 Month 5.51614 0.00026 6 Month 5.55609 0.00701 12 Month...

Sofr v. Bsby

Date Change Term SOFR 12/12/2023 6:02 Settles 1 Month 5.36483 0.0051 3 Month 5.38606 0.00689 6 Month 5.3465 0.01714 12 Month 5.13074 0.03258 Term BSBY 12/12/2023 6:02 Settles 1 Month 5.43176 -0.00753 3 Month 5.51588 -0.00957 6 Month 5.54908 0.00542 12 Month 5.53056...

Sofr v. Bsby

Date Change Term SOFR 12/11/2023 6:05 Settles 1 Month 5.35978 0.0048 3 Month 5.37917 0.01313 6 Month 5.32936 0.03725 12 Month 5.09816 0.07804 Term BSBY 12/11/2023 6:05 Settles 1 Month 5.43929 -0.00271 3 Month 5.52545 0.00040 6 Month 5.54366 -0.00753 12 Month 5.5153...