Sofr v. Bsby

curves5.06.24 Date Change Term SOFR 5/6/2024 6:29 Settles 1 Month 5.3213 -0.0011 3 Month 5.3212 -0.00635 6 Month 5.28248 -0.02445 12 Month 5.13716 -0.07156 Term BSBY 5/6/2024 6:29 Settles 1 Month 5.35017 0.01129 3 Month 5.41388 0.00019 6 Month 5.48436 -0.00432 12...

Sofr v. Bsby

Date Change Term SOFR 5/3/2024 5:50 Settles 1 Month 5.32241 -0.0004 3 Month 5.32755 -0.00838 6 Month 5.30693 -0.02153 12 Month 5.20872 -0.0487 Term BSBY 5/3/2024 5:50 Settles 1 Month 5.32935 -0.01019 3 Month 5.41099 -0.00370 6 Month 5.4785 0.01028 12 Month 5.56907...

Sofr v. Bsby

Date Change Term SOFR 5/2/2024 6:08 Settles 1 Month 5.32284 0.0026 3 Month 5.33593 0.00321 6 Month 5.32846 0.00201 12 Month 5.25742 -0.00571 Term BSBY 5/2/2024 6:08 Settles 1 Month 5.32935 -0.01019 3 Month 5.41099 -0.00370 6 Month 5.4785 0.01028 12 Month 5.56907...

Sofr v. Bsby

Date Change Term SOFR 5/1/2024 6:09 Settles 1 Month 5.32021 0.0043 3 Month 5.33272 0.00458 6 Month 5.32645 0.01494 12 Month 5.26313 0.02859 Term BSBY 5/1/2024 6:09 Settles 1 Month 5.33954 -0.01017 3 Month 5.41469 0.00194 6 Month 5.46822 0.00571 12 Month 5.55119...