Date Change Term SOFR 1/8/2024 5:49 Settles 1 Month 5.33771 -0.0015 3 Month 5.32574 -0.00352 6 Month 5.18427 -0.00857 12 Month 4.84781 -0.00669 Term BSBY 1/8/2024 5:49 Settles 1 Month 5.36897 -0.00578 3 Month 5.41839 -0.00510 6 Month 5.3731 0.00036 12 Month...

Sofr v. Bsby

Date Change Term SOFR 1/5/2024 6:58 Settles 1 Month 5.33924 -0.0045 3 Month 5.32926 -5E-05 6 Month 5.19284 0.01476 12 Month 4.8545 0.03521 Term BSBY 1/5/2024 6:58 Settles 1 Month 5.36897 -0.00578 3 Month 5.41839 -0.00510 6 Month 5.3731 0.00036 12 Month 5.21104 0.00519...

Sofr v. Bsby

Date Change Term SOFR 1/4/2024 6:18 Settles 1 Month 5.34371 -0.0016 3 Month 5.32931 -0.00087 6 Month 5.17808 0.00996 12 Month 4.81929 0.02137 Term BSBY 1/4/2024 6:18 Settles 1 Month 5.37475 -0.02926 3 Month 5.42349 -0.00450 6 Month 5.37274 0.00526 12 Month 5.20585...

Sofr v. Bsby

Date Change Term SOFR 1/3/2024 6:39 Settles 1 Month 5.34531 -0.0031 3 Month 5.33018 0.00285 6 Month 5.16812 0.01501 12 Month 4.79792 0.02785 Term BSBY 1/3/2024 6:39 Settles 1 Month 5.40401 -0.07006 3 Month 5.42799 -0.01738 6 Month 5.36748 0.00648 12 Month 5.18609...