Sofr v. Bsby

Date Change Term SOFR 1/24/2024 5:52 Settles 1 Month 5.33664 0.0008 3 Month 5.32405 -0.00062 6 Month 5.18796 0.00136 12 Month 4.84692 0.01193 Term BSBY 1/24/2024 5:52 Settles 1 Month 5.36966 0.0032 3 Month 5.39337 -0.00438 6 Month 5.31592 0.00332 12 Month 5.15997...

Sofr v. Bsby

Date Change Term SOFR 1/23/2024 6:02 Settles 1 Month 5.33586 0.0008 3 Month 5.32467 0.00609 6 Month 5.1866 0.00958 12 Month 4.83499 -0.00224 Term BSBY 1/23/2024 6:02 Settles 1 Month 5.36966 0.0032 3 Month 5.39337 -0.00438 6 Month 5.31592 0.00332 12 Month 5.15997...

Sofr v. Bsby

Date Change Term SOFR 1/22/2024 6:01 Settles 1 Month 5.33503 -0.0009 3 Month 5.31858 0.00278 6 Month 5.17702 0.01769 12 Month 4.83723 0.03874 Term BSBY 1/22/2024 6:01 Settles 1 Month 5.36646 0.00521 3 Month 5.39775 -0.00059 6 Month 5.3126 0.00715 12 Month 5.13551...

Sofr v. Bsby

Date Change Term SOFR 1/19/2024 6:05 Settles 1 Month 5.33594 -0.0007 3 Month 5.3158 -0.00201 6 Month 5.15933 -0.0043 12 Month 4.79849 -0.00421 Term BSBY 1/19/2024 6:05 Settles 1 Month 5.36125 0.02176 3 Month 5.39834 -0.00081 6 Month 5.30545 -0.00253 12 Month 5.10416...

Sofr v. Bsby

Date Change Term SOFR 1/18/2024 6:04 Settles 1 Month 5.33666 0.0019 3 Month 5.31781 0.00824 6 Month 5.16363 0.04752 12 Month 4.8027 0.11378 Term BSBY 1/18/2024 6:04 Settles 1 Month 5.33949 -0.01505 3 Month 5.39915 0.00306 6 Month 5.30798 -0.01708 12 Month 5.09781...