Sofr v, Bsby

Date Change Term SOFR 2/6/2024 5:48 Settles 1 Month 5.32309 0.0006 3 Month 5.32258 0.00645 6 Month 5.21103 0.02449 12 Month 4.90712 0.04779 Term BSBY 2/6/2024 5:48 Settles 1 Month 5.35815 -0.00414 3 Month 5.38 -0.00415 6 Month 5.28169 -0.00325 12 Month 5.08522 -0.0153...

Sofr v. Bsby

Date Change Term SOFR 2/5/2024 5:51 Settles 1 Month 5.32249 0.0004 3 Month 5.31613 0.02567 6 Month 5.18654 0.09044 12 Month 4.85933 0.16653 Term BSBY 2/5/2024 5:51 Settles 1 Month 5.36229 -0.00245 3 Month 5.38415 0.00490 6 Month 5.28494 -0.00229 12 Month 5.10052...

Sofr v. Bsby

Date Change Term SOFR 2/2/2024 6:17 Settles 1 Month 5.32211 -0.0014 3 Month 5.29046 0.01788 6 Month 5.0961 0.01227 12 Month 4.6928 -0.00974 Term BSBY 2/2/2024 6:17 Settles 1 Month 5.36229 -0.00245 3 Month 5.38415 0.00490 6 Month 5.28494 -0.00229 12 Month 5.10052...

Sofr v. Bsby

Date Change Term SOFR 2/1/2024 6:04 Settles 1 Month 5.32352 -0.0064 3 Month 5.27258 -0.04275 6 Month 5.08383 -0.08118 12 Month 4.70254 -0.12349 Term BSBY 2/1/2024 6:04 Settles 1 Month 5.36474 -0.0106 3 Month 5.37925 -0.00587 6 Month 5.28723 -0.00274 12 Month 5.11455...