Sofr v. Bsby

Date Change Term SOFR 1/31/2024 6:05 Settles 1 Month 5.32995 0.0016 3 Month 5.31533 0.0089 6 Month 5.16501 0.01888 12 Month 4.82603 0.03663 Term BSBY 1/31/2024 6:05 Settles 1 Month 5.37534 0.00368 3 Month 5.38512 -0.00507 6 Month 5.28997 -0.00438 12 Month 5.11331...

Sofr v. Bsby

curves.01.30.23 Date Change Term SOFR 1/30/2024 6:00 Settles 1 Month 5.32834 -0.0043 3 Month 5.30643 -0.00623 6 Month 5.14613 -0.00656 12 Month 4.7894 -0.00963 Term BSBY 1/30/2024 6:00 Settles 1 Month 5.37166 0.01022 3 Month 5.39019 -0.00439 6 Month 5.29435 -0.02261...

Sofr v. Bsby

Date Change Term SOFR 1/29/2024 5:53 Settles 1 Month 5.3326 -0.0039 3 Month 5.31266 -0.00477 6 Month 5.15269 -0.00471 12 Month 4.79903 5E-05 Term BSBY 1/29/2024 5:53 Settles 1 Month 5.36144 -0.00186 3 Month 5.39458 0.00014 6 Month 5.31696 -0.00325 12 Month 5.16167...

Sofr v. Bsby

Date Change Term SOFR 1/26/2024 6:08 Settles 1 Month 5.33647 -0.0001 3 Month 5.31743 -0.00216 6 Month 5.1574 -0.01485 12 Month 4.79898 -0.0207 Term BSBY 1/26/2024 6:08 Settles 1 Month 5.36144 -0.00186 3 Month 5.39458 0.00014 6 Month 5.31696 -0.00325 12 Month 5.16167...

Sofr v. Bsby

Date Change Term SOFR 1/25/2024 6:16 Settles 1 Month 5.33659 0.0000 3 Month 5.31959 -0.00446 6 Month 5.17225 -0.01571 12 Month 4.81968 -0.02724 Term BSBY 1/25/2024 6:16 Settles 1 Month 5.3633 -0.00628 3 Month 5.39444 0.00464 6 Month 5.32021 0.0004 12 Month 5.17442...